N-order Difference Heuristic Model of Fuzzy Time Series Forecasting

摘要：

Fuzzy time series forecasting model is an effective method to solve the nonlinear problems forecasting. However, most published fuzzy time series based models did not count the change trend implicit in historical datum. In this paper, authors proposed a novel method which applied heuristic information to the fuzzy time series model based on Fibonacci sequence. As an example, the USD/JPY exchange rate is tested in this model. The results show that this method not only improves the forecasting accuracy, but decreases the computational complexity.

关键词： Fuzzy time series Fuzzy relations Heuristic models N-order difference Forecasting USD/JPY

作者: CHI Kai CHE Wen-Gang

作者单位: Pattern Recognition and Intelligent System School of Information Engineering and Automation,Kunming Key Laboratory of Computer Technology and Application of Yunnan Province Kunming University of Scien

会议类型: 国际会议

会议名称: 2009 IEEE International Conference on Intelligent Computing and Intelligent Systems(2009 IEEE 智能计算与智能系统国际会议)

会议地点: 上海

会议语种:英文

页码: 1261-1264

在线出版日期: 2009-11-20（万方平台首次上网日期，不代表论文的发表时间）