Linear asymmetric Laplace fuzzy information granule and its application in short-to-medium term prediction for financial time series

DOI10.1016/J.INS.2024.120278WikidataQ128570742 ScholiaQ128570742MaRDI QIDQ6495129FDOQ6495129

Authors: Hong Yang, Lina Wang 

Publication date: 30 April 2024

Published in: Information Sciences (Search for Journal in Brave)

zbMATH Keywords

fuzzy numberasymmetric Laplace fuzzy information granulemembership-weighted kernel lineshort-to-medium term prediction

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Cites Work

• Fuzzy sets
• A Three-Parameter Asymmetric Laplace Distribution and Its Extension
• $\ell_1$ Trend Filtering
• Predictive Inference for Locally Stationary Time Series With an Application to Climate Data
• Computational Methods for Inverse Problems
• Toward a theory of fuzzy information granulation and its centrality in human reasoning and fuzzy logic
• A time-series model using asymmetric Laplace distribution
• Asymmetric Laplace laws and modeling financial data
• Long-term forecasting of time series based on linear fuzzy information granules and fuzzy inference system
• Metric topology of fuzzy numbers and fuzzy analysis
• Solving inverse problems using data-driven models
• Boosting of granular models
• Selecting the tuning parameter of the \(\ell_1\) trend filter

Cited In (4)

• Fuzzy Langevin fractional delay differential equations under granular derivative
• Optimality and duality for nonconvex fuzzy optimization using granular differentiability method
• Asymmetry index for data and its verification in dimensionality reduction and data visualization
• Polynomial fuzzy information granule based \(\alpha\)-triple I fuzzy reasoning algorithm and its short-term forecasting of time series

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