An Evaluation of Comparison between Multivariate Fuzzy Time Series with Traditional Time Series Model for Forecasting Taiwan Export.
Hsien-Lun WongYi-Hsien TuChi-Chen WangPublished in: CSIE (7) (2009)
Keyphrases
- probabilistic model
- financial time series
- evaluation method
- arma model
- autoregressive
- computational model
- evaluation model
- prediction model
- multivariate time series
- mathematical model
- high level
- fuzzy logic
- hybrid model
- forecasting model
- multivariate data
- predictive model
- fuzzy rules
- short term
- regression model
- non stationary
- fuzzy sets
- rough sets
- hidden markov models
- bayesian networks