Adaptive-expectation based multi-attribute FTS model for forecasting TAIEX
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Publication:980274
DOI10.1016/J.CAMWA.2009.10.014zbMath1189.91163OpenAlexW1970403527MaRDI QIDQ980274
Jing-Wei Liu, Ching-Hsue Cheng, Tai-Liang Chen, Yao-Hsien Chen
Publication date: 28 June 2010
Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.camwa.2009.10.014
Applications of statistics to actuarial sciences and financial mathematics (62P05) Numerical methods (including Monte Carlo methods) (91G60) Economic time series analysis (91B84) Fuzzy analysis in statistics (62A86)
Related Items (4)
A high order fuzzy time series forecasting model based on adaptive expectation and artificial neural networks ⋮ Improving TAIEX forecasting using fuzzy time series with Box–Cox power transformation ⋮ Designing fuzzy time series forecasting models: a survey ⋮ Intuitionistic fuzzy time series forecasting model based on intuitionistic fuzzy reasoning
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