A dynamic approach to adjusting lengths of intervals in fuzzy time series forecasting

Intelligent Data Analysis

Volumn 8, Issue 1, 2004, Pages 3-27

  Huarng, Kunhuang ^a   Yu, Hui Kuang ^a  

^a FENG CHIA UNIVERSITY   (Taiwan)

Author keywords

enrollments; forecasting; fuzzy time series; lengths of intervals; memberships; stock index

Indexed keywords

FINANCE; FUZZY NEURAL NETWORKS; TIME SERIES;

ENROLLMENTS; FUZZY TIME SERIES; LENGTHS OF INTERVALS; MEMBERSHIPS; STOCK INDICES;

FORECASTING;

EID: 33644851775     PISSN: 1088467X     EISSN: 15714128     Source Type: Journal    
DOI: 10.3233/ida-2004-8102     Document Type: Article

References (19)

1. G. Bojadziev and M. Bojadziev, Fuzzy Sets, Fuzzy Logic, Applications, World Scientific, 1995.
2. G.E.P. Box, G.M. Jenkins and G.C. Reinsel, Time Series Analysis: Forecasting and Control, third edition, Prentice Hall, 1994.
3. S.-M. Chen, Forecasting enrollments based on fuzzy time series, Fuzzy Sets and Systems 81(3) (1996), 311-319.
4. S.-M. Chen and J.R. Hwang, Temperature prediction using fuzzy time series, IEEE Trans. Syst., Man, Cybern. Part B. 30(2) (2000), 263-275.
5. D. Dubois and H. Prade, Addition of interactive fuzzy numbers, IEEE Trans. Automat. Control AC-26 (1981), 926-936.
6. A.B. Geva, ScaleNet-Multiscale Neural-Network Architecture for Time Series Prediction, IEEE Trans. Neural Networks 9(5) (1998), 1471-1482.
7. K. Huarng, Heuristic models of fuzzy time series for forecasting, Fuzzy Sets and Systems 123(3) (2001), 137-154.
8. K. Huarng, Effective lengths of intervals to improve forecasting in fuzzy times series, Fuzzy Sets and Systems 123(3) (2001), 155-162.
9. J.R. Hwang, S.-M. Chen and C.-H. Lee, Handling forecasting problems using fuzzy time series, Fuzzy Sets and Systems 100(2) (1998), 217-228.
10. S.Y. Lin, Forecasting Taiwan Stock Index Futures-An Application of Fuzzy Time Series, Thesis, Chaoyang University of Technology, Taichung County, Taiwan, 2000.
11. S. Makridakis, S.C. Wheelwright and R.J. Hyndman, Forecasting-Methods and Applications, third edition, John Wiley & Sons, 1998, pp. 241-250.
12. H.T. Nguyen and B. Wu, Fuzzy Mathematics and Statistical Applications, 2000.
13. W. Pedrycz, Fuzzy Control and Fuzzy Systems, Research Studies Press Ltd., 1989.
14. Q. Song and B.S. Chissom, Forecasting enrollments with fuzzy time series-part 1, Fuzzy Sets and Systems 54(1) (1993), 1-9.
15. Q. Song and B.S. Chissom, Fuzzy time series and its models, Fuzzy Sets and Systems 54(3) (1993), 269-277.
16. Q. Song and B.S. Chissom, Forecasting enrollments with fuzzy time series-part 2, Fuzzy Sets and Systems 62(1) (1994), 1-8.
17. Q. Song, R.P. Leland and B.S. Chissom, A new fuzzy time-series model of fuzzy number observations, Fuzzy Sets and Systems 73(3) (1995), 341-348.
18. J. Sullivan and W.H. Woodall, A comparison of fuzzy forecasting and Markov modeling, Fuzzy Sets and Systems 64(3) (1994), 279-293.
19. L.A. Zadeh, The concept of a linguistic variable and its application to approximate reasoning: Part 1, Inform. Sci. 8 (1975), 199-249; Part 2, Inform. Sci. 8 (1975), 301-357; Part 3, Inform. Sci. 9 (1975), 43-80.