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I was wondering if this mean(160)-reverting/oscillatory time series "SUM" can be considered chaotic & forecastable to some extend short-term?


Are there time-series forecasting methods that give a broader "range" prediction structure rather than "exact/precise" future numbers (e.g, neural network which can be totally off since it is just trying to curve-fit)? Is fuzzy logic method able to give a prediction interval for the immediate next period in a discrete time series?

I would appreciate if anyone can provide some insight to this case study.

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How is fuzzy logic applied to time series forecasting in general? Is anyone familiar with ANFIS? –  Shelagh Oct 10 '12 at 20:45
I don't think I completely got your question. But Gaussian Processes [1] give a prediction performance estimate through the covariance matrix. [1] gaussianprocess.org –  anabelli Oct 15 '12 at 19:47
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