2. Problem formulation

A set of initial data is given inclusive of input variables f g Xð Þ1 ;Xð Þ2 ; …;X Nð Þ and output variables f g Yð Þ1 ; Yð Þ2 ; …; Y Nð Þ , where X ¼ ½ � x1; x2; …; xn is -n-tuple vector, N is a number of observations, and input data may be incomplete or fuzzy, in particular given in interval form. The task is to construct an adequate fuzzy forecasting model Y ¼ F xð Þ <sup>1</sup>; x2; …; xn , and besides, the obtained model should have the minimal complexity.
