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Title: On multivariate fuzzy time series analysis and forecasting
Authors: 吳柏林
Wu, Berlin
Hsu, Yu-Yun
Contributors: 應數系
Date: 2002
Issue Date: 2018-09-11 18:03:57 (UTC+8)
Abstract: In this paper, we propose an integrated procedure for multivariate fuzzy time series modeling and its theory structure through fuzzy relation equations in this research. Combining the data of closing price and trading volume, we apply this method to construct multivariate fuzzy time series model for Taiwan Weighted Stock Index and forecast future trend while comparing the forecasting performance by average forecasting accuracy. We strongly believe that this model will be profound of meaning in forecasting future trend of financial market.
Relation: Soft methods in probability, statistics and data analysis (Warsaw, 2002) (20020101), 363-372
Part of the Advances in Intelligent and Soft Computing book series (AINSC, volume 16)
Data Type: conference
DOI 連結:
Appears in Collections:[應用數學系] 會議論文

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