Data analysis in the context of the features of the problem domain and the dynamics of processes are significant in various industries. Uncertainty modeling based on fuzzy logic allows building approximators for solving a large class of problems. In some cases, type-2 fuzzy sets in the model are used. The article describes constructing fuzzy time series models of the analyzed processes within the context of the problem domain. An algorithm for fuzzy modeling of the time series was developed. A new time series forecasting scheme is proposed. An illustrative example of the time series modeling is presented. The benefits of contextual modeling are demonstrated.
