S-ARMA Model and Wold Decomposition for Covariance Stationary Interval-Valued Time Series Processes.
Jules Sadefo KamdemBabel Raïssa Guemdjo KamdemCarlos OugouyandjouPublished in: New Math. Nat. Comput. (2021)
Keyphrases
- arma model
- interval valued
- moving average
- autoregressive
- non stationary
- fuzzy sets
- turning points
- real valued
- random fields
- group decision making
- partially ordered
- score function
- representation scheme
- aggregation operators
- interval valued fuzzy
- financial time series
- autoregressive moving average
- neural network
- fuzzy set theory
- fuzzy numbers
- artificial intelligence