مرکز منطقه ای اطلاع رساني علوم و فناوري - Applying nonlinear generalized autoregressive conditional heteroscedasticity to compensate ANFIS outputs tuned by adaptive support vector regression

Title of article :

Applying nonlinear generalized autoregressive conditional heteroscedasticity to compensate ANFIS outputs tuned by adaptive support vector regression

Author/Authors :

Bao Rong Chang، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2006

Pages :

From page :

1832

To page :

1850

Keywords :

Heteroscedasticity , Time series prediction , ANFIS/NGARCH composite model , Volatility clustering , Adaptive support vector regression

Journal title :

FUZZY SETS AND SYSTEMS

Serial Year :

2006

Journal title :

FUZZY SETS AND SYSTEMS

Record number :

163767

Link To Document :