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    政大機構典藏 > 理學院 > 應用數學系 > 期刊論文 >  Item 140.119/72854
    Please use this identifier to cite or link to this item: http://nccur.lib.nccu.edu.tw/handle/140.119/72854

    Title: On Optimal Forecasting with Soft Computation for Nonlinear Time Series
    Authors: Wu, Berlin
    Chen, Shuenn-Ren
    Contributors: 應數系
    Keywords: optimal forecasting;soft computation;genetic modeling;membership function
    Date: 2003-09
    Issue Date: 2015-01-13 15:43:34 (UTC+8)
    Abstract: In this paper we present a new approach on optimal forecasting by using the fuzzy set theory and soft computing methods for the dynamic data analysis. This research is based on the concepts of fuzzy membership function as well as the natural selection of evolution theory. Some discussions in the sensitivity of the design of fuzzy processing will be provided. Through the design of genetic evolution, the AIC criteria is used as the adjust function, and the fuzzy memberships function of each gene model are calculated. Simulation and empirical examples show that our proposed forecasting technique can give an optimal forecasting in time series analysis. [PUBLICATION ABSTRACT]
    Relation: Fuzzy Optimization and Decision Making, 2(3), 215-228
    Data Type: article
    DOI 連結: http://dx.doi.org/10.1023/A:1025090420345
    DOI: 10.1023/A:1025090420345
    Appears in Collections:[應用數學系] 期刊論文

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