Insight of the fuzzy grey autoregressive model

Soft Computing

Volumn 13, Issue 10, 2009, Pages 919-931

  Tsaur, Ruey Chyn ^a  

^a TAMKANG UNIVERSITY   (Taiwan)

Author keywords

Autoregressive model; Fuzzy grey regression model; Fuzzy regression; Grey model GM(1,1)

Indexed keywords

AUTOREGRESSIVE MODEL; DECISION MAKERS; FORECASTING ERRORS; FUZZY GREY REGRESSION MODEL; FUZZY REGRESSION; FUZZY REGRESSION MODELS; GLOBAL DEMANDS; GREY MODEL GM(1,1); GREY SYSTEM MODELS; TIME-SERIES DATUM;

FORECASTING; GRANULAR MATERIALS; INTERNET; LIQUID CRYSTAL DISPLAYS; MODEL STRUCTURES; TIME SERIES;

REGRESSION ANALYSIS;

EID: 64549146320     PISSN: 14327643     EISSN: 14337479     Source Type: Journal    
DOI: 10.1007/s00500-008-0368-y     Document Type: Article

References (19)

1. Abdalla A, Buckley JJ (2007) Monte Carlo methods in fuzzy linear regression. Soft Comput 11(10):991-996
2. Box GP, Jenkins GM (1976) Time series analysis: Forecasting and control. Holden-Day, San Francisco
3. Chang PT (1997) Fuzzy seasonality forecasting. Fuzzy Sets Systems 90(1):1-10
4. Chen CI (2008) Application of the novel nonlinear grey Bernoulli model for forecasting unemployment rate. Chaos Solitons Fractals 3(1):278-287
5. Deng JL (1989) Introduction to grey system theory. J Grey Syst 1(1):1-24
6. Hsu CC, Chen CY (2003) Applications of improved grey prediction model for power demand forecasting. Energy Conversion Manag 44(14):2241-2249
7. Kim KJ, Moskowitz H, Koksalan M (1996) Fuzzy versus statistical linear regression. Eur J Oper Res 92(2):417-434
8. Li GD, Yamaguchi D, Nagai M (2007) A GM(1, 1)-Markov chain combined model with an application to predict the number of Chinese international airlines. Technol Forecast Soc Chang 74(8):1465-1481
9. Lin CT, Yang SY (2003) Forecast of the output value if Taiwan's opto-electronics industry using the grey forecasting model. Technol Forecast Soc Chang 70(2):177-186
10. Liu SF, Lin Y (2006) Grey information. Springer, USA
11. Tanaka H, Uejima S, Asai K (1982) Fuzzy linear regression model. IEEE Trans SMC 12(6):903-907
12. Tsaur RC (2003) Extrapolate internet users in Taiwan by risk assessment. Comput Math Appl 46(10/11):1725-1734
13. Tsaur RC (2008) Forecasting analysis by using fuzzy grey regression model for solving limited time series data. Soft Computing 12(11):1105-1113
14. Tsaur RC, Liao YC (2007) Forecasting LCD TV demand using the fuzzy grey model GM(1, 1). Int J Uncertain Fuzziness Knowl based Sys 15(6):753-767
15. Tsaur RC, Wang HF, OYang JC (2002) Fuzzy regression for seasonal time series analysis. Int J Inf Technol Decis Mak 1(1):165-175
16. Wang HF, Tsaur RC (2000) Insight of a fuzzy regression model. Fuzzy Sets Sys 112(3):355-369
17. Watada J (1992) Fuzzy time series analysis and forecasting of sales volume. In: Kacprzyk J, Fedrizzi M (eds) Fuzzy regression analysis. Omnitech Press, Warsaw and Physica-Verlag, Heidelberg, pp 211-227
18. Zadeh LA (1965) Fuzzy sets. Inf Control 8(3):338-353
19. Zimmermann HJ (1987) Fuzzy sets, decision making, and expert systems. Kluwer, Boston