Forecasting TAIFEX based on fuzzy time series and particle swarm optimization.
I-Hong KuoShi-Jinn HorngYuan-Hsin ChenRay-Shine RunTzong-Wann KaoRong-Jian ChenJui-Lin LaiTsung-Lieh LinPublished in: Expert Syst. Appl. (2010)
Keyphrases
- particle swarm optimization
- weather forecasting
- financial time series
- forecasting accuracy
- fuzzy sets
- pso algorithm
- particle swarm optimization algorithm
- arma model
- exponential smoothing
- multi objective
- chaotic time series
- bp neural network
- fuzzy numbers
- differential evolution
- short term
- swarm intelligence
- non stationary
- global optimization
- particle swarm
- fuzzy logic
- box jenkins
- convergence speed
- fuzzy rules
- membership functions
- stock market
- particle swarm optimization pso
- decision making
- genetic algorithm
- arima model
- forecasting model
- multivariate time series
- autoregressive
- hybrid model
- support vector regression
- neural network model
- phase space
- fuzzy clustering
- garch model
- dynamic time warping
- prediction model
- fuzzy controller
- ant colony optimization
- rough sets
- mackey glass