Fuzzy transforms method in prediction data analysis

We present a prediction method based on Fuzzy transforms for forecasting problems and we compare it with the well known Wang-Mendel's one. 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 monthly NAO climatic index time series. (C) 2010 Elsevier B.V. All rights reserved.