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    政大機構典藏 > 理學院 > 應用數學系 > 期刊論文 >  Item 140.119/75093
    Please use this identifier to cite or link to this item: http://nccur.lib.nccu.edu.tw/handle/140.119/75093


    Title: Fuzzy time series models for LNSZZS forecasting
    Authors: Wu, Berlin
    吳柏林
    Xiong, S.
    Sun, B.
    Contributors: 應數系
    Keywords: Composite index;Degree of membership;Domain problems;Fuzzy time series;Fuzzy time series model;Linguistic variable;LNSZZS;Maximum degree;Weighted average method;Statistical methods;Time series;Forecasting
    Date: 2012
    Issue Date: 2015-05-12 16:06:40 (UTC+8)
    Abstract: Fuzzy time series methods have been recently becoming very popular in forecasting, it has been applied to forecast various domain problems and have been shown to forecast better than other models. But there still some suspicion whether fuzzy time series models is assured to better than ARMA, which is the best defuzzifying method. The purpose of this paper is to answer these two questions. In this paper, we use traditional the fuzzy time series method purposed by Song and Chissom to forecast SSE Composite Index (LNSZZS). In order to compare the forecast results, we used Maximum degree of membership method and Degree of membership weighted average method for defuzzifying. After forecasting by fuzzy time series method, we also compared the result to that calculated by ARMA. The research found that fuzzy time series model is more accurate than ARMA. We also see that for fuzzy time series forecasting model in defuzzifying, maximum degree of membership method is better than Degree of membership weighted average method.
    Relation: Journal of Convergence Information Technology, Volume 7, Issue 19, 2012, Pages 470-478
    Data Type: article
    DOI 連結: http://dx.doi.org/10.4156/jcit.vol7.issue19.55
    DOI: 10.4156/jcit.vol7.issue19.55
    Appears in Collections:[應用數學系] 期刊論文

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