TAIFEX and KOSPI 200 forecasting based on two-factors high-order fuzzy time series and particle swarm optimization

Expert Systems with Applications

Volumn 37, Issue 2, 2010, Pages 959-967

  Park, Jin Il ^a   Lee, Dae Jong ^a   Song, Chang Kyu ^a   Chun, Myung Geun ^a  

^a Chungbuk National University   (South Korea)

Author keywords

Fuzzy time series; KOSPI 200; Particle swarm optimization; TAIFEX; Two factors high order fuzzy logical relationships

Indexed keywords

COMPOSITE PRICE; FORECASTING ACCURACY; FORECASTING METHODS; FUZZY LOGICAL RELATIONSHIPS; FUZZY TIME SERIES; HIGH-ORDER; REAL APPLICATIONS; TWO-FACTORS HIGH-ORDER FUZZY TIME SERIES; UNIVERSE OF DISCOURSE;

FORECASTING; TIME SERIES;

PARTICLE SWARM OPTIMIZATION (PSO);

EID: 72049122380     PISSN: 09574174     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.eswa.2009.05.081     Document Type: Article

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