A new hybrid approach based on SARIMA and partial high order bivariate fuzzy time series forecasting model.
Erol EgriogluÇagdas Hakan AladagUfuk YolcuMurat Alper BasaranVedide R. UsluPublished in: Expert Syst. Appl. (2009)
Keyphrases
- high order
- forecasting model
- forecasting accuracy
- short term
- higher order
- bp neural network
- stock index futures
- stock market
- low order
- fuzzy sets
- support vector regression
- pairwise
- rainfall runoff
- fuzzy logic
- membership functions
- lower order
- long term
- prediction model
- fuzzy clustering
- tensor analysis
- fuzzy rules
- multivariate time series
- hybrid model
- bayesian logistic regression
- ls svm
- input variables
- dimensionality reduction