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

DOI10.1016/J.FSS.2008.04.003OpenAlexW1992846411MaRDI QIDQ835290FDOQ835290

Authors: 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

volatility clusteringquantum amplitude amplificationANFIS/NGARCH composite modelnonlinear heteroscedasticityquantum minimizationtime-series prediction

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Generalized autoregressive conditional heteroscedasticity
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• Control problems of grey systems
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• The solution of dynamic linear rational expectations models
• On a measure of lack of fit in time series models
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• Rapid solution of problems by quantum computation
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• Applying nonlinear generalized autoregressive conditional heteroscedasticity to compensate ANFIS outputs tuned by adaptive support vector regression
• Neural network fundamentals with graphs, algorithms, and applications
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Cited In (3)

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

Uses Software

• ANFIS

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