Improving TAIEX forecasting using fuzzy time series with Box–Cox power transformation

DOI10.1080/02664763.2013.817548OpenAlexW2012902256MaRDI QIDQ5129123

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Publication date: 26 October 2020

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664763.2013.817548

zbMATH Keywords

fuzzy setsfuzzy time seriesBox-Cox transformationTAIEX

Mathematics Subject Classification ID

Statistics (62-XX)

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Cites Work

• Adaptive-expectation based multi-attribute FTS model for forecasting TAIEX
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• Modelling and forecasting by wavelets, and the application to exchange rates
• On the histogram as a density estimator:L 2 theory
• FORECASTING ENROLLMENTS BASED ON HIGH-ORDER FUZZY TIME SERIES
• Artificial neural networks versus multivariate statistics: An application from economics
• Fuzzy sets
• Effective lengths of intervals to improve forecasting in fuzzy time series

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