A new hybrid artificial neural networks and fuzzy regression model for time series forecasting

DOI10.1016/J.FSS.2007.10.011zbMath1274.62599OpenAlexW1976611654MaRDI QIDQ835080

Mehdi Bijari, Mehdi Khashei, Seyed Reza Hejazi

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.2007.10.011

zbMATH Keywords

fuzzy regressionartificial neural networksfuzzy time serieshybrid modelsfinancial markets forecasting

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Neural nets and related approaches to inference from stochastic processes (62M45)

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Uses Software

• Neural Network Toolbox

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