Multi-attribute fuzzy time series method based on fuzzy clustering

南華大學機構典藏系統 > 科技學院 > 電子商務管理學系(停招) > 期刊論文 > Item 987654321/23541

jsp.display-item.identifier=請使用永久網址來引用或連結此文件: http://nhuir.nhu.edu.tw/handle/987654321/23541

题名:	Multi-attribute fuzzy time series method based on fuzzy clustering
作者:	王佳文;Wang, Jia-Wen;Cheng, Ching-Hsue;Cheng, Guang-Wei
貢獻者:	電子商務管理學系
关键词:	Fuzzy time series;Fuzzy clustering;Stock index futures forecasting
日期:	2008-02
上传时间:	2015-10-05 17:09:07 (UTC+8)
摘要:	Traditional time series methods can predict the seasonal problem, but fail to forecast the problems with linguistic value. An alternative forecasting method such as fuzzy time series is utilized to deal with these kinds of problems. Two shortcomings of the existing fuzzy time series forecasting methods are that they lack persuasiveness in determining universe of discourse and the length of intervals, and that they lack objective method for multiple-attribute fuzzy time series. This paper introduces a novel multiple-attribute fuzzy time series method based on fuzzy clustering. The methods of fuzzy clustering are integrated in the processes of fuzzy time series to partition datasets objectively and enable processing of multiple attributes. For verification, this paper uses two datasets: (1) the yearly data on enrollments at the University of Alabama, and (2) the Taiwan Stock Exchange Capitalization Weighted Stock Index (TAIEX) futures. The forecasting results show that the proposed method can forecast not only one-attribute but also multiple-attribute data effectively and outperform the listing methods.
關聯:	Expert Systems with Applications vol. 34, no. 2 pp.1235-1242
显示于类别:	[電子商務管理學系(停招)] 期刊論文

文件中的档案:

档案	描述	大小	格式	浏览次数
index.html		0Kb	HTML	566	检视/开启

在NHUIR中所有的数据项都受到原著作权保护.

TAIR相关文章

数据加载中.....