A neural network-based ARMA model for fuzzy time series data

DOI10.1007/s40314-024-02950-wMaRDI QIDQ6636473

Arne Johannssen, Gholamreza Hesamian, Nataliya Chukhrova

Publication date: 12 November 2024

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

zbMATH Keywords

machine learningARMAdeep learningartificial neural network (ANN)hidden layersfuzzy nonlinear time series

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Fuzzy logic; logic of vagueness (03B52) Theory of fuzzy sets, etc. (03E72) Time series analysis of dynamical systems (37M10)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Fuzzy forecasting based on automatic clustering and axiomatic fuzzy set classification
• A high order fuzzy time series forecasting model based on adaptive expectation and artificial neural networks
• Interval type-2 fuzzy weight adjustment for backpropagation neural networks with application in time series prediction
• Deterministic vector long-term forecasting for fuzzy time series
• Least squares estimation of a linear regression model with LR fuzzy response
• Time series: Theory and methods
• An introductory survey of fuzzy control
• Modelling non-linear moving average processes using neural networks with error feedback: An application to implied volatility forecasting
• Fuzzy time series and its models
• Testing statistical hypotheses with vague data
• Fuzzy time series forecasting based on fuzzy logical relationships and similarity measures
• Combining seasonal ARIMA models with computational intelligence techniques for time series forecasting
• A fuzzy quantile method for AR time series model based on triangular fuzzy random variables
• Modeling autoregressive fuzzy time series data based on semi-parametric methods
• A novel forecasting method based on multi-order fuzzy time series and technical analysis
• High order fuzzy time series forecasting method based on an intersection operation
• Forecasting stock index price based on M-factors fuzzy time series and particle swarm optimization
• Time Series Analysis and Its Applications
• Fuzzy absolute error distance measure based on a generalised difference operation
• Time Series for Data Science
• Stock market forecasting by using a hybrid model of exponential fuzzy time series
• FQTSFM: a fuzzy-quantum time series forecasting model
• An explainable fused Lasso regression model for handling high-dimensional fuzzy data

This page was built for publication: A neural network-based ARMA model for fuzzy time series data