Combining ARFIMA models and fuzzy time series for the forecast of long memory time series.
Hossein Javedani SadaeiRasul EnayatifarFrederico Gadelha GuimarãesMaqsood MahmudZakarya A. AlzamilPublished in: Neurocomputing (2016)
Keyphrases
- box jenkins
- autoregressive
- moving average
- non stationary
- exponential smoothing
- dynamic time warping
- arima model
- sequential data
- autoregressive integrated moving average
- neural network
- probabilistic model
- distance measure
- fuzzy logic
- phase space reconstruction
- learning algorithm
- statistical models
- model selection
- limited memory
- subsequence matching
- temporal dependencies
- chronic hepatitis
- data structure