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Forecasting activities are very important to our life, such as the weather forecasting, the earthquake forecasting, …, etc. The disadvantage of the traditional forecasting methods is that it can not deal with forecasting problems in which the historical data are represented by linguistic values. Using fuzzy time series to deal with the forecasting problems can overcome this drawback. In this thesis, we propose two new fuzzy time series models to deal with forecasting problems, which are the one-factor time-variant fuzzy time series model and the two- factors time-variant fuzzy time series model. Based on the proposed one-factor time-variant fuzzy time series model, we propose two one-factor time-variant fuzzy time series algorithms (i.e Algorithm-A and Algorithm-A*) to forecast the enrollments of the University of Alabama. Based on the proposed two-factors time-variant fuzzy time series model, we propose two two-factors time-variant fuzzy time series algorithms (i.e., Algorithm-B and Algorithm-B*) for temperature prediction. Both of these algorithms have the advantages of low time complexity and can get good forecasting results.
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