A non-parametric model for fuzzy forecasting time series data

DOI10.1007/S40314-021-01534-2zbMath1477.62245OpenAlexW3164534256MaRDI QIDQ2244962

Mohammad Ghasem Akbari, Gholamreza Hesamian

Publication date: 12 November 2021

Published in: Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s40314-021-01534-2

zbMATH Keywords

kernel methodoptimal bandwidthnonparametric time seriesautoregressive orderdefuzzified criterionfuzzy time series data

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and fuzziness (62M86)

Related Items (1)

A fuzzy quantile method for AR time series model based on triangular fuzzy random variables

Uses Software

• GW-WINKS
• astsa

Cites Work

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