Fuzzy time series forecasting with a probabilistic smoothing hidden Markov model

IEEE Transactions on Fuzzy Systems

Volumn 20, Issue 2, 2012, Pages 291-304

  Cheng, Yi Chung ^a   Li, Sheng Tun ^b  

^a TAINAN UNIVERSITY OF TECHNOLOGY   (Taiwan)

^b NATIONAL CHENG KUNG UNIVERSITY   (Taiwan)

Author keywords

Forecasting; fuzzy time series (FTS); hidden Markov model (HMM); Monte Carlo method; smoothing

Indexed keywords

FORECASTING MODELS; FORECASTING PERFORMANCE; FUZZY RELATIONS; FUZZY RELATIONSHIP; FUZZY TIME SERIES; PERFORMANCE COMPARISON; PERFORMANCE DETERIORATION; REAL WORLD DATA; RULE BASED; SMOOTHING; SMOOTHING METHODS; TEMPORAL DATA;

BENCHMARKING; HIDDEN MARKOV MODELS; MONTE CARLO METHODS; TIME SERIES; UNCERTAINTY ANALYSIS;

FORECASTING;

EID: 84859717982     PISSN: 10636706     EISSN: None     Source Type: Journal    
DOI: 10.1109/TFUZZ.2011.2173583     Document Type: Article

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