An Enhanced HMM-Based for Fuzzy Time Series Forecasting Model.
Yi-Chung ChengPei-Chih ChenChih-Chuan ChenHui-Chi ChuangSheng-Tun LiPublished in: IFSA-EUSFLAT (2015)
Keyphrases
- forecasting model
- forecasting accuracy
- short term
- bp neural network
- stock index futures
- hidden markov models
- fuzzy sets
- fuzzy logic
- stock market
- rainfall runoff
- membership functions
- long term
- fuzzy clustering
- hybrid model
- support vector regression
- ls svm
- soft computing
- prediction model
- fuzzy rules
- neural network model
- financial time series
- non stationary
- neural network
- multivariate time series
- natural gas
- artificial neural networks