Resolving the forecasting problems of overshoot and volatility clustering using ANFIS coupling nonlinear heteroscedasticity with quantum tuning

DOI10.1016/j.fss.2008.04.003OpenAlexW1992846411MaRDI QIDQ835290

Bao Rong Chang

Publication date: 28 August 2009

Published in: Fuzzy Sets and Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.fss.2008.04.003

zbMATH Keywords

time-series predictionvolatility clusteringquantum amplitude amplificationANFIS/NGARCH composite modelnonlinear heteroscedasticityquantum minimization

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (3)

Estimation of flexible fuzzy GARCH models for conditional density estimation ⋮ High order fuzzy time series forecasting method based on an intersection operation ⋮ Type-1 possibilistic fuzzy forecasting functions

Uses Software

• ANFIS

Cites Work

• The solution of dynamic linear rational expectations models
• Control problems of grey systems
• Generalized autoregressive conditional heteroscedasticity
• Applying nonlinear generalized autoregressive conditional heteroscedasticity to compensate ANFIS outputs tuned by adaptive support vector regression
• Rapid solution of problems by quantum computation
• On a measure of lack of fit in time series models
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