TAIFEX and KOSPI 200 forecasting based on two-factors high-order fuzzy time series and particle swarm optimization.
Jin-Il ParkDae Jong LeeChang-Kyu SongMyung-Geun ChunPublished in: Expert Syst. Appl. (2010)
Keyphrases
- high order
- particle swarm optimization
- weather forecasting
- financial time series
- higher order
- pso algorithm
- forecasting accuracy
- low order
- fuzzy sets
- exponential smoothing
- fourth order
- short term
- pairwise
- non stationary
- arma model
- multi objective
- stock market
- bp neural network
- lower order
- box jenkins
- markov random field
- fuzzy logic
- arima model
- chaotic time series
- tensor analysis
- hybrid model
- bayesian logistic regression
- support vector regression
- particle swarm optimization pso
- stock price
- prediction model
- partial differential equations
- membership functions
- fuzzy rules
- long term
- mackey glass
- evolutionary algorithm
- short term prediction
- image processing