Fuzzy transforms in prediction data analysis

We present a prediction method based on Fuzzy Transforms to determine a mapping from the input-variables space into the output-variables space. We use this method for forecasting problems and we compare it with the well known Wang-Mendel’s one, which generates fuzzy rules from numerical datasets. Another comparison is made on the Local Linear Wavelet Neural Network method via forecasting time series. We apply these concepts to a Mackey-Glass chaotic time series and to the montly NAO climatic index time series