International roughness index prediction based on multigranularity fuzzy time series and particle swarm optimization.
Wei LiJu HuyanLiyang XiaoSusan L. TigheLili PeiPublished in: Expert Syst. Appl. X (2019)
Keyphrases
- multivariate time series
- particle swarm optimization
- financial time series
- garch model
- fuzzy comprehensive evaluation model
- fuzzy sets
- prediction accuracy
- pso algorithm
- fuzzy logic
- prediction model
- multi objective
- genetic algorithm
- particle swarm optimization algorithm
- fuzzy numbers
- fuzzy rules
- membership functions
- fuzzy clustering
- convergence speed
- differential evolution
- fractal dimension
- core competence
- chaotic time series
- non stationary
- index structure
- prediction algorithm
- fuzzy controller
- prediction error
- particle swarm optimization pso