Identification method for fuzzy forecasting models of time series

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• 作者：J.G. Carvalho Jr. ; ^{gracildo@ufpa.br} ; C.T. Costa Jr.
• 关键词：Electrical energy price ; Futures market index ; Autoregressive seasonal fuzzy model ; α-cut ; Fuzzy prediction
• 刊名：Applied Soft Computing
• 出版年：2017
• 出版时间：January 2017
• 年：2017
• 卷：50
• 期：Complete
• 页码：166-182
• 全文大小：1746 K
• 卷排序：50

文摘

An algorithm for forecasting models with hybrid structure in time series was implemented. A triangular fuzzy number incorporated the random behavior of the variable with efficiency. The performance of the suggested forecasting method was evaluated and optimized after simulation. The proposed method in this study was tested experimentally on enrollment data and the TAIFEX index.