Fuzzy relation analysis in fuzzy time series model

被引：87
|
作者：
Tsaur, RC [1 ]
Yang, JCO
Wang, HF
机构：
[1] Hsuang Chuang Univ, Dept Finance, Hsinchu, Taiwan
[2] Natl Tsing Hua Univ, Dept Ind Engn & Engn Management, Hsinchu 300, Taiwan
来源：
COMPUTERS & MATHEMATICS WITH APPLICATIONS | 2005年 / 49卷 / 04期
基金：
美国国家科学基金会;
关键词：
fuzzy time series model; entropy; fuzzy relation; secular trend;
D O I：
10.1016/j.camwa.2004.07.014
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
Fuzzy relation is a crucial connector in presenting fuzzy time series model. However, how to obtain a fuzzy relation matrix to represent a time-invariant relation is still a question. Based on the concept of fuzziness in Information Theory, the concept of entropy is applied to measure the degrees of fuzziness when a time-invariant relation matrix is derived. Finally, an example is illustrated to show that the proposed method could obtain more accurate and robust results in forecasting. (c) 2005 Elsevier Ltd. All rights reserved.
引用
收藏
页码：539 / 548
页数：10
相关论文
共 50 条
  • [1] A Fuzzy Time Series Model Based on Improved Fuzzy Function and Cluster Analysis Problem
    Tai Vovan
    Thuy Lethithu
    [J]. COMMUNICATIONS IN MATHEMATICS AND STATISTICS, 2022, 10 (01) : 51 - 66
  • [2] A Fuzzy Time Series Model Based on Improved Fuzzy Function and Cluster Analysis Problem
    Tai Vovan
    Thuy Lethithu
    [J]. Communications in Mathematics and Statistics, 2022, 10 : 51 - 66
  • [3] A note on a fuzzy time series model of fuzzy number observations
    Hong, DH
    [J]. INTERNATIONAL JOURNAL OF UNCERTAINTY FUZZINESS AND KNOWLEDGE-BASED SYSTEMS, 2004, 12 (01) : 1 - 5
  • [4] Fuzzy Time Series Prediction Model
    Garg, Bindu
    Beg, M. M. Sufyan
    Ansari, A. Q.
    Imran, B. M.
    [J]. INFORMATION INTELLIGENCE, SYSTEMS, TECHNOLOGY AND MANAGEMENT, 2011, 141 : 126 - +
  • [5] A fuzzy model for financial time series
    Watanabe, N
    Imaizumi, T
    Kikuchi, T
    [J]. PROCEEDINGS OF THE EIGHTH IASTED INTERNATIONAL CONFERENCE ON ARTIFICIAL INTELLIGENCE AND SOFT COMPUTING, 2004, : 132 - 137
  • [6] RESIDUAL ANALYSIS USING FOURIER SERIES TRANSFORM IN FUZZY TIME SERIES MODEL
    Tsaur, R. C.
    [J]. IRANIAN JOURNAL OF FUZZY SYSTEMS, 2014, 11 (03): : 43 - 54
  • [7] A NEW FUZZY TIME-SERIES MODEL OF FUZZY NUMBER OBSERVATIONS
    SONG, Q
    LELAND, RP
    CHISSOM, BS
    [J]. FUZZY SETS AND SYSTEMS, 1995, 73 (03) : 341 - 348
  • [8] A vector forecasting model for fuzzy time series
    Li, Sheng-Tun
    Kuo, Shu-Ching
    Cheng, Yi-Chung
    Chen, Chih-Chuan
    [J]. APPLIED SOFT COMPUTING, 2011, 11 (03) : 3125 - 3134
  • [9] A fuzzy time series model to forecast the BDI
    Chou, Ming-Tao
    [J]. NCM 2008: 4TH INTERNATIONAL CONFERENCE ON NETWORKED COMPUTING AND ADVANCED INFORMATION MANAGEMENT, VOL 2, PROCEEDINGS, 2008, : 50 - 53
  • [10] A FUZZY MODEL FOR CHAOTIC TIME SERIES PREDICTION
    Alemu, Matiwos Nigusie
    [J]. INTERNATIONAL JOURNAL OF INNOVATIVE COMPUTING INFORMATION AND CONTROL, 2018, 14 (05): : 1767 - 1786
12345