Fuzzy Vector Autoregressive Model and Its Application

摘要：

Based on the fuzzy time series model and the vector autoregressive model, a new method of fuzzy time series is established in the paper. That is the fuzzy vector autoregressive model .This paper develops its parameter estimation and model structure selection criterion. In the end, take the effects of money supply and variation interest rate to Chinese economic fluctuation as an example, the application of this model is given.

关键词： Symmetrical triangular fuzzy number Fuzzy time series Vector autoregressive model Fuzzy vector autoregressive model

作者: MA Shucai FU Yunpeng

作者单位: Department of Economics, Liaoning University, P.R.China，110036

会议类型: 国际会议

会议名称: 2009 International Institute of Applied Statistics Studies(2009 国际应用统计学术研讨会)

会议地点: 青岛

会议语种:英文

页码: 1-10

在线出版日期: 2009-07-25（万方平台首次上网日期，不代表论文的发表时间）