**6. Conclusions**

In this paper, we presented the concept of NFTS and proposed a prediction model based on the neutrosophic set and information entropy of high-order fuzzy fluctuation time series. This model had significant performance advantages over existing fuzzy time series models, machine learning prediction models, and traditional economic prediction models. In this paper, we applied three typical test datasets to prove that the model had certain universality and stability. In addition, this paper had a certain degree of scientific contribution in the following aspects: First, the concept of NFTS was proposed. Second, this paper proposed information entropy based on high-order fluctuation time series. Finally, this paper established NLRs based on NFTS and information entropy. This paper discussed the first-order neutrosophic time series to characterize the historical state of uncertainty and high-order information fluctuation entropy to measure the complexity of historical fluctuations. Other types of time series will be tested in the future. Meanwhile, future research should aim to establish detailed high-order neutrosophic time series models indicating the uncertainty of historical trends. In this study, we have considered the Jaccard similarity measure for comparing *X\_t* and *X\_j*. Further work could considered the Jensen–Shannon distance [20], which accomplishes the triangular inequality. Furthermore, in order to verify the robustness of the forecast in longer forecast scenarios, we will extend the model to 2, 3, or 4 periods ahead.

**Author Contributions:** Data curation, Z.D.; Supervision, H.G.; Validation, H.G., S.G. and A.Z.; Writing—original draft, Z.D.; Writing—review & editing, A.Z.

**Funding:** This work was supported by the National Natural Science Foundation of China under Grant 71704066.

**Acknowledgments:** The authors are indebted to the anonymous reviewers for their very insightful comments and constructive suggestions, which helped improve the quality of this paper.

**Conflicts of Interest:** The authors declare no conflict of interest. The funders had no role in the design of the study; in the collection, analyses, or interpretation of data; in the writing of the manuscript; nor in the decision to publish the results.
