Abstract
In this paper, the author proposes the vague estimators of unknown system parameters using some kind of fuzzy random data(FRD). The FRD described in this paper have intrinsically both properties of vagueness and randomness and they are considered as the realizations of output processes of fuzzy stochastic ones.
First, using the set representation approach, the reasonable definitions of fuzzy stochastic processes(FSPs) and their statistical moments up to second ones are proposed. Secondly, the estimators of statistical moments of FSPs are proposed using only FRD. Finally, the fuzzy estimators of unknown system parameters in the simple time series models are proposed and examined numerically.
