Quantum minimization for adapting ANFIS outputs to its nonlinear generalized autoregressive conditional heteroscedasticity

Applied Intelligence

Volumn 31, Issue 1, 2009, Pages 31-46

  Chang, Bao Rong ^a   Tsai, Hsiu Fen ^b  

^a NATIONAL TAITUNG UNIVERSITY   (Taiwan)

^b SHU TE UNIVERSITY   (Taiwan)

Author keywords

ANFIS NGARCH composite model; Nonlinear heteroscedasticity; Overshoot effect; Quantum minimization; Time series prediction; Volatility clustering

Indexed keywords

ANFIS/NGARCH COMPOSITE MODEL; NONLINEAR HETEROSCEDASTICITY; OVERSHOOT EFFECT; QUANTUM MINIMIZATION; TIME-SERIES PREDICTION; VOLATILITY CLUSTERING;

ERRORS; FORECASTING; FUZZY INFERENCE; OPTIMIZATION; TIME SERIES;

FUZZY SYSTEMS;

EID: 68149132586     PISSN: 0924669X     EISSN: None     Source Type: Journal    
DOI: 10.1007/s10489-007-0110-y     Document Type: Article

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