政大機構典藏-National Chengchi University Institutional Repository(NCCUR):Item 140.119/75093

English | 正體中文 | 简体中文 | Post-Print筆數 : 27 | Items with full text/Total items : 109952/140887 (78%)
Visitors : 46309368 Online Users : 1478

RC Version 6.0 © Powered By DSPACE, MIT. Enhanced by NTU Library IR team.

Home ‧ Login ‧ Upload ‧ Help ‧ About ‧ Administer

政大典藏 > College of Science > Department of Mathematical Sciences > Periodical Articles > Item 140.119/75093

Please use this identifier to cite or link to this item: https://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 link:	http://dx.doi.org/10.4156/jcit.vol7.issue19.55
DOI:	10.4156/jcit.vol7.issue19.55
Appears in Collections:	[Department of Mathematical Sciences] Periodical Articles

Files in This Item:

File	Description	Size	Format
JCIT1947PPL.pdf		635Kb	Adobe PDF2	786	View/Open

社群 sharing

著作權政策宣告 Copyright Announcement

1.本網站之數位內容為國立政治大學所收錄之機構典藏，無償提供學術研究與公眾教育等公益性使用，惟仍請適度，合理使用本網站之內容，以尊重著作權人之權益。商業上之利用，則請先取得著作權人之授權。
The digital content of this website is part of National Chengchi University Institutional Repository. It provides free access to academic research and public education for non-commercial use. Please utilize it in a proper and reasonable manner and respect the rights of copyright owners. For commercial use, please obtain authorization from the copyright owner in advance.

2.本網站之製作，已盡力防止侵害著作權人之權益，如仍發現本網站之數位內容有侵害著作權人權益情事者，請權利人通知本網站維護人員(nccur@nccu.edu.tw)，維護人員將立即採取移除該數位著作等補救措施。
NCCU Institutional Repository is made to protect the interests of copyright owners. If you believe that any material on the website infringes copyright, please contact our staff(nccur@nccu.edu.tw). We will remove the work from the repository and investigate your claim.

Loading...