A multivariate model of fuzzy integrated logical forecasting method (M-FILF) and multiplicative time series clustering: A model of time-varying volatility for dry cargo freight market.
Okan DuruPublished in: Expert Syst. Appl. (2012)
Keyphrases
- probabilistic model
- statistical model
- mathematical model
- prediction model
- linear regression
- fuzzy linear programming
- theoretical analysis
- parameter estimation
- hybrid model
- linear model
- evaluation method
- classification method
- foreign exchange
- forecasting model
- bp neural network
- similarity measure
- short term
- probability distribution
- cost function