Forecasting in Non-stationary Environments with Fuzzy Time Series.
Petrônio Cândido de Lima e SilvaCarlos Alberto Severiano JuniorMarcos Antonio AlvesRodrigo SilvaMiri Weiss-CohenFrederico Gadelha GuimarãesPublished in: CoRR (2020)
Keyphrases
- weather forecasting
- non stationary
- financial time series
- forecasting accuracy
- arma model
- fuzzy sets
- exponential smoothing
- fuzzy logic
- chaotic time series
- membership functions
- fuzzy rules
- neural network
- forecasting model
- multivariate time series
- garch model
- moving average
- box jenkins
- stock market
- short term
- soft computing
- fuzzy neural network
- fuzzy clustering
- practical problems
- arima model
- phase space reconstruction
- class imbalance
- autoregressive model
- subsequence matching
- symbolic representation
- data mining tasks
- fuzzy systems
- fuzzy numbers
- support vector regression
- prediction model
- long term
- artificial neural networks
- expert systems