A Stochastic HMM-Based Forecasting Model for Fuzzy Time Series.
Sheng-Tun LiYi-Chung ChengPublished in: IEEE Trans. Syst. Man Cybern. Part B (2010)
Keyphrases
- forecasting model
- forecasting accuracy
- short term
- hidden markov models
- fuzzy logic
- support vector regression
- fuzzy sets
- bp neural network
- long term
- prediction model
- fuzzy rules
- rainfall runoff
- hybrid model
- membership functions
- wind power
- stock index futures
- fuzzy clustering
- non stationary
- ls svm
- neural network model
- multivariate time series
- neural network
- regression model
- back propagation
- maximum likelihood
- decision making