Improved time-variant fuzzy time series forecast

DOI10.1007/S10700-009-9051-8MaRDI QIDQ2271111zbMATH OpenOpenAlexFDO

Authors Hao-Tien Liu, Nai-Chieh Wei, Chiou-Goei Yang

Publication date 6 August 2009

Published in Fuzzy Optimization and Decision Making (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10700-009-9051-8

zbMATH Keywords

outlierfuzzy time serieslength of intervaltime-variant forecastwindow base

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20) Inference from stochastic processes and fuzziness (62M86)

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Cites work

• scientific article; zbMATH DE number 4147359 (Why is no real title available?)
• scientific article; zbMATH DE number 621792 (Why is no real title available?)
• scientific article; zbMATH DE number 842531 (Why is no real title available?)
• A note on fuzzy time-series model
• An improved fuzzy time series forecasting method using trapezoidal fuzzy numbers
• BAYESIAN ANALYSIS OF AUTOREGRESSIVE TIME SERIES VIA THE GIBBS SAMPLER
• Bayesian analysis of some outlier problems in time series
• Effective lengths of intervals to improve forecasting in fuzzy time series
• FORECASTING ENROLLMENTS BASED ON HIGH-ORDER FUZZY TIME SERIES
• FORECASTING FUZZY TIME SERIES ON A HEURISTIC HIGH-ORDER MODEL
• Forecasting enrollments using high-order fuzzy time series and genetic algorithms
• Fuzzy forecasting based on fuzzy time series
• Fuzzy relation analysis in fuzzy time series model
• Fuzzy time series and its models
• Heuristic models of fuzzy time series for forecasting
• Joint Estimation of Model Parameters and Outlier Effects in Time Series
• Robust Estimation of the First-Order Autoregressive Parameter

Cited in

(10)

• Financial time series forecasting using fuzzy rearranged intervals
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• scientific article; zbMATH DE number 1895057 (Why is no real title available?)
• An improved fuzzy time-series method of forecasting based on \(L\)-\(R\) fuzzy sets and its application
• Introducing polynomial fuzzy time series
• An improved fuzzy time series forecasting model using variations of data
• scientific article; zbMATH DE number 6531831 (Why is no real title available?)
• Improving TAIEX forecasting using fuzzy time series with Box–Cox power transformation
• A measure based approach to the fusion of possibilistic and probabilistic uncertainty

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