A combined robust fuzzy time series method for prediction of time series.
Ozge Cagcag YolcuHak-Keung LamPublished in: Neurocomputing (2017)
Keyphrases
- moving average
- exponential smoothing
- multivariate time series
- cost function
- computationally efficient
- significant improvement
- prediction error
- fuzzy sets
- support vector machine svm
- arma model
- highly accurate
- high precision
- segmentation method
- fuzzy logic
- preprocessing
- objective function
- similarity measure
- high accuracy
- hybrid model
- fuzzy reasoning
- k means
- forecasting accuracy
- computational complexity