The GARCH-FuzzyDensity method for density forecasting

Applied Soft Computing Journal

Volumn 11, Issue 6, 2011, Pages 4212-4225

  Helin, Tomi ^a   Koivisto, Hannu ^a  

^a TAMPERE UNIVERSITY OF TECHNOLOGY   (Finland)

Author keywords

Forecasting; Fuzzy sets; Stochastic processes; Time series; Uncertainty modelling

Indexed keywords

CONDITIONAL DISTRIBUTION; DENSITY FORECAST; GARCH MODELS; HIGHER ORDER; STOCHASTIC PROCESS; TAKAGI SUGENO FUZZY SYSTEMS; TIME VARYING; UNCERTAINTY MODELLING;

FUZZY LOGIC; FUZZY SETS; RANDOM PROCESSES; STATISTICAL METHODS; STOCHASTIC MODELS; TIME SERIES; TIME VARYING SYSTEMS;

FORECASTING;

EID: 79956077098     PISSN: 15684946     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.asoc.2011.03.015     Document Type: Article

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