ATVF Type 2 Fuzzy Time Series

Publish Year: 1391
نوع سند: مقاله کنفرانسی
زبان: English
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شناسه ملی سند علمی:

ICEEE04_222

تاریخ نمایه سازی: 6 مهر 1391

Abstract:

In this paper, Taiwan stock index is forecasted byuse of adaptive type 2 fuzzy time series concept. In Type 2fuzzy time series, more observation can be used for forecasting.Therefore, comparing with type 1 model not only this model iscloser to reality but also the results of forecasting with thismodel are more than effective. In addition, using adaptivewindow size makes higher average forecasting accuracy ratesthan the previous methods.

Authors

Narges Shafaei

Islamic Azad University, Gonabad Branch Gonabad, Iran

Asef Zare

Islamic Azad University, Gonabad BranchGonabad, Iran

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