Author/Authors
ALADAĞ, Çağdaş Hakan Hacettepe Üniversitesi - Fen Fakültesi - İstatistik Bölümü, Turkey , EĞRİOĞLU, Erol Ondokuz Mayıs Üniversitesi - Fen-Edebiyat Fakültesi - İstatistik Bölümü, turkey , GÜNAY, Süleyman Hacettepe Üniversitesi - Fen Fakültesi - İstatistik Bölümü, Turkey , YOLCU, Ufuk Ondokuz Mayıs Üniversitesi - Fen-Edebiyat Fakültesi - İstatistik Bölümü, Turkey
Title Of Article
HIGH ORDER FUZZY TIME SERIES MODEL AND ITS APLICATION TO IMKB
شماره ركورد
34067
Abstract
The observations of some real time series such as temperature and stock market can take different values in a day. Instead of representing the observations of these time series by real numbers, employing linguistic values or fuzzy sets can be more appropriate. In recent years, many approaches have been introduced to analyze time series consisting of observations which are fuzzy sets and such time series are called fuzzy time series. In this study, a novel approach is proposed to analyze high order fuzzy time series model. The proposed method is applied to IMKB data and the obtained results are discussed. IMKB data is also analyzed by using some other fuzzy time series methods available in the literature and obtained results are compared to results obtained from the proposed method. As a result of the comparison, it is seen that the proposed method produce accurate forecasts.
From Page
95
NaturalLanguageKeyword
Fuzzy time series , Recurrent networks , Forecasting , Artificial neural networks.
JournalTitle
Anadolu University Journal of Science and Technology. A : Applied Sciences and Engineering
To Page
101
JournalTitle
Anadolu University Journal of Science and Technology. A : Applied Sciences and Engineering
Link To Document