Fuzzy time seriesmethods have different approaches to uncertainty
from probabilistic statistical methods. Classical time series analysis
methods are probabilistic methods, and they need some strict assumptions.
Moreover, probabilistic methods don't take into consideration
fuzziness. However, somereal life time series contain fuzziness. Because
of this fact, various fuzzy time series methods were proposed in the literature.
Fuzzy time series methods do not need any assumptions like
normality and linearity.