| dc.contributor | 應數系 | |
| dc.creator (作者) | 吳柏林 | zh_TW |
| dc.creator (作者) | Wu, Berlin | en_US |
| dc.creator (作者) | Hsu, Yu-Yun | en_US |
| dc.date (日期) | 2002 | |
| dc.date.accessioned | 11-九月-2018 18:03:57 (UTC+8) | - |
| dc.date.available | 11-九月-2018 18:03:57 (UTC+8) | - |
| dc.date.issued (上傳時間) | 11-九月-2018 18:03:57 (UTC+8) | - |
| dc.identifier.uri (URI) | http://nccur.lib.nccu.edu.tw/handle/140.119/120064 | - |
| dc.description.abstract (摘要) | 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. | en_US |
| dc.format.extent | 32092104 bytes | - |
| dc.format.mimetype | application/pdf | - |
| dc.relation (關聯) | Soft methods in probability, statistics and data analysis (Warsaw, 2002) (20020101), 363-372 | |
| dc.relation (關聯) | Part of the Advances in Intelligent and Soft Computing book series (AINSC, volume 16) | |
| dc.title (題名) | On multivariate fuzzy time series analysis and forecasting | en_US |
| dc.type (資料類型) | conference | |
| dc.identifier.doi (DOI) | 10.1007/978-3-540-44465-7_9 | |
| dc.doi.uri (DOI) | https://doi.org/10.1007/978-3-540-44465-7_9 | |
