A NEW APPROACH OF BIVARIATE FUZZY TIME SERIES ANALYSIS TO THE FORECASTING OF A STOCK INDEX

DOI10.1142/S0218488503002478MaRDI QIDQ5696982zbMATH OpenOpenAlexFDO

Authors Yu-Yun Hsu, Berlin Wu, Szeman Tse

Publication date 19 October 2005

Published in International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/s0218488503002478

zbMATH Keywords

fuzzy relationfuzzy rule basebivariate fuzzy time seriesfuzzy Markov relation matrixmean absolute forecasting accuracy

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84)

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Cites work

• scientific article; zbMATH DE number 3565994 (Why is no real title available?)
• A fuzzy seasonal ARIMA model for forecasting
• Detection of change points in time series analysis with fuzzy statistics
• Fuzzy adaptive control of a first-order process
• Fuzzy sets in a approximate reasoning. I: Inference with possibility distributions
• Fuzzy time series and its models
• Heuristic models of fuzzy time series for forecasting
• Mining time series data by a fuzzy linguistic summary system

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• An Approach of Stocks Substitution Strategy Using Fuzzy Interval Correlation Coefficient
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• A FCM-based deterministic forecasting model for fuzzy time series
• Forecast performance of the Taiwan weighted stock index: update and expansion
• A new hybrid artificial neural networks and fuzzy regression model for time series forecasting
• A novel forecasting method based on multi-order fuzzy time series and technical analysis
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• AN ENHANCED DETERMINISTIC FUZZY TIME SERIES FORECASTING MODEL

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