Forecasting Cryptocurrency Time Series Using Fuzzy Transform, Fourier Transform and Fuzzy Inference System

Abstract

In this paper we propose a new approach for forecasting the cryptocurrency time series, which combines the fuzzy transform and the fuzzy inference system. We also test whether fuzzy transform yields better results forecasting results in comparison to Fourier transform. Finally, we will investigate whether fuzzy rules used in fuzzy inference system can successfully capture high and low volatility moments in the time series, as well as high correlations between the three different cryptocurrencies.