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題名 On Optimal Forecasting with Soft Computation for Nonlinear Time Series
作者 Wu, Berlin
吳柏林
Chen, Shuenn-Ren
貢獻者 應數系
關鍵詞 optimal forecasting; soft computation; genetic modeling; membership function
日期 2003-09
上傳時間 13-Jan-2015 15:43:34 (UTC+8)
摘要 In this paper we present a new approach on optimal forecasting by using the fuzzy set theory and soft computing methods for the dynamic data analysis. This research is based on the concepts of fuzzy membership function as well as the natural selection of evolution theory. Some discussions in the sensitivity of the design of fuzzy processing will be provided. Through the design of genetic evolution, the AIC criteria is used as the adjust function, and the fuzzy memberships function of each gene model are calculated. Simulation and empirical examples show that our proposed forecasting technique can give an optimal forecasting in time series analysis. [PUBLICATION ABSTRACT]
關聯 Fuzzy Optimization and Decision Making, 2(3), 215-228
資料類型 article
DOI http://dx.doi.org/10.1023/A:1025090420345
dc.contributor 應數系-
dc.creator (作者) Wu, Berlin-
dc.creator (作者) 吳柏林-
dc.creator (作者) Chen, Shuenn-Renen_US
dc.date (日期) 2003-09-
dc.date.accessioned 13-Jan-2015 15:43:34 (UTC+8)-
dc.date.available 13-Jan-2015 15:43:34 (UTC+8)-
dc.date.issued (上傳時間) 13-Jan-2015 15:43:34 (UTC+8)-
dc.identifier.uri (URI) http://nccur.lib.nccu.edu.tw/handle/140.119/72854-
dc.description.abstract (摘要) In this paper we present a new approach on optimal forecasting by using the fuzzy set theory and soft computing methods for the dynamic data analysis. This research is based on the concepts of fuzzy membership function as well as the natural selection of evolution theory. Some discussions in the sensitivity of the design of fuzzy processing will be provided. Through the design of genetic evolution, the AIC criteria is used as the adjust function, and the fuzzy memberships function of each gene model are calculated. Simulation and empirical examples show that our proposed forecasting technique can give an optimal forecasting in time series analysis. [PUBLICATION ABSTRACT]-
dc.format.extent 558669 bytes-
dc.format.mimetype application/pdf-
dc.relation (關聯) Fuzzy Optimization and Decision Making, 2(3), 215-228-
dc.subject (關鍵詞) optimal forecasting; soft computation; genetic modeling; membership function-
dc.title (題名) On Optimal Forecasting with Soft Computation for Nonlinear Time Series-
dc.type (資料類型) articleen
dc.identifier.doi (DOI) 10.1023/A:1025090420345en_US
dc.doi.uri (DOI) http://dx.doi.org/10.1023/A:1025090420345en_US