Fuzzy time series

The fuzzy time series model has become a research topic attracting attention because of its practical value in the field of time series forecasting, specifically, it is useful for time series with small observations or the one of strong fluctuations. This paper introduces a fuzzy time series model based on hedge algebra with a new formula for calculating forecasting values.

9p viengfa 28-10-2024 2 1   Download

In line with that research trend, this paper proposes a hybrid algorithm combining particle swarm optimization with the simulated annealing technique (PSO-SA) to optimize the length of intervals to improve forecasting accuracies.

19p vimurdoch 18-09-2023 11 4   Download

Thesis with the aim of focusing on two main issues. The first is time series modeling by states in which each state is a deterministic probability distribution (normal distribution). Based on the experimental results to assess the suitability of the model. Second, combine Markov chains and fuzzy time series into new models to improve forecast accuracy. Expand the model with high-level Markov chains to be compatible with seasonal data.

27p xacxuoc4321 11-07-2019 35 2   Download