A fuzzy time series model to forecast the BDI

被引：5
|
作者：
Chou, Ming-Tao [1 ]
机构：
[1] Chang Jung Christian Univ, Dept Aviat & Martime Transportat Managemnet, Tainan, Taiwan
来源：
NCM 2008: 4TH INTERNATIONAL CONFERENCE ON NETWORKED COMPUTING AND ADVANCED INFORMATION MANAGEMENT, VOL 2, PROCEEDINGS | 2008年
关键词：
Fuzzy time series; Fuzzy forecasting; BDI;
D O I：
10.1109/NCM.2008.94
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
Fuzzy time series models has been applied to forecast various problems and have been shown to forecast better than other models. In this article, we intend to apply Chou and Lee's fuzzy time series model to forecast the Baltic Dry Index (BDI) index for the next month. The root mean square error is one criteria to evaluate the forecasting performance. Empirical results show that the fuzzy time series model is suitable for the BDI's prediction.
引用
收藏
页码：50 / 53
页数：4
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