Trend-weighted fuzzy time-series model for TAIEX forecasting

被引：0

作者：

Cheng, Ching-Hsue ^{[1
]}

Chen, Tai-Liang ^{[1
]}

Chiang, Chen-Han ^{[1
]}

机构：

[1] Natl Yunlin Univ Sci & Technol, Dept Informat Management, Sect 3, Yunlin 640, Taiwan

来源：

NEURAL INFORMATION PROCESSING, PT 3, PROCEEDINGS | 2006年 / 4234卷

关键词：

D O I：

暂无

中图分类号：

TP18 [人工智能理论];

学科分类号：

081104 ; 0812 ; 0835 ; 1405 ;

摘要：

Time-series models have been used to make reasonably accurate predictions in the areas of weather forecasting, academic enrolment and stock price etc... We propose a methodology which incorporates trend-weighting into the fuzzy time-series models advanced by S.M. Chen and Hui-Kuang Yu. By using actual trading data of Taiwan Stock Index (TAIEX) and the enrolment data of the University of Alabama, we evaluate the accuracy of our trend-weighted, fuzzy, time-series model by comparing our forecasts with those derived from Chen's and Yu's models. The results indicate that our model surpasses in accuracy those suggested by Chen and Yu.

引用

页码：469 / 477

页数：9

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