Linear asymmetric Laplace fuzzy information granule and its application in short-to-medium term prediction for financial time series
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Cites work
- $\ell_1$ Trend Filtering
- A Three-Parameter Asymmetric Laplace Distribution and Its Extension
- A time-series model using asymmetric Laplace distribution
- Asymmetric Laplace laws and modeling financial data
- Boosting of granular models
- Computational Methods for Inverse Problems
- Fuzzy sets
- Long-term forecasting of time series based on linear fuzzy information granules and fuzzy inference system
- Metric topology of fuzzy numbers and fuzzy analysis
- Predictive inference for locally stationary time series with an application to climate data
- Selecting the tuning parameter of the \(\ell_1\) trend filter
- Solving inverse problems using data-driven models
- Toward a theory of fuzzy information granulation and its centrality in human reasoning and fuzzy logic
Cited in
(4)- Fuzzy Langevin fractional delay differential equations under granular derivative
- 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
- Optimality and duality for nonconvex fuzzy optimization using granular differentiability method
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