Heavy moving averages in exchange rate forecasting

被引：0

作者：

Leon Castro, Ernesto ^{[1
]}

Aviles Ochoa, Ezequiel ^{[1
]}

Merigo Lindahl, Jose Maria ^{[2
]}

Gil Lafuente, Anna Maria ^{[3
]}

机构：

[1] Univ Occidente, Blvd Lola Beltran S-N Esq Circuito Vial, Culiacan 80200, Mexico

[2] Univ Chile, Av Diagonal Paraguay 257, Santiago 8330015, Chile

[3] Univ Barcelona, Av Diagonal 690, Barcelona 08034, Spain

来源：

2016 ANNUAL CONFERENCE OF THE NORTH AMERICAN FUZZY INFORMATION PROCESSING SOCIETY (NAFIPS) | 2016年

关键词：

DECISION-MAKING; OWA OPERATORS; AGGREGATION OPERATORS; DISTANCE MEASURES; FUZZY; INFORMATION;

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：

The paper presents the Heavy Ordered Weighted Moving Average (HOWMA) operator. It is a new aggregation operator that takes the advantage of the moving average to solve time series smoothing problems and the heavy OWA to provide more robust formulation and take into account the expectations of the future scenarios. It includes a wide range of particular cases such as the olympic moving aggregation and centered moving aggregation. The study also includes a new application to forecast the exchange rate USD/ MXN combining econometric models and the HOWMA operator.

引用

页数：4

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