This paper proposes a new dual factor time-invariant fuzzy time series method that is capable of forecasting stock marketPrice Index. The proposed approach uses a new fuzzy logic relationship definition. According to the utilized membershipdegrees used to define the fuzzy relationships, each datum may belong to two distinct intervals rather than only one interval.This assumption, which has not been considered in the other studies, contributes to better forecasting results. In addition, anappropriate meta-heuristic algorithm for continuous solution schemes, namely evolution strategies (ES), is utilized to identifythe appropriate interval lengths. The proposed approach has been tested on TAIFEX index. The computational results showedthat the proposed approach outperforms the former studies
