Title :
Hierarchical autoregression using fuzzy measures
Author :
Kwon, S.H. ; Sugeno, M.
Author_Institution :
Yeungnam Univ., Kyongbuk, South Korea
fDate :
7/22/1999 12:00:00 AM
Abstract :
A hierarchical autoregressive model of time series using fuzzy measures and the Choquet integral is presented. The fitting and forecasting quality of the presented model is analysed by applying it to well-known time series data (the sunspot series) and compared with the forecasting qualities of other conventional models
Keywords :
autoregressive processes; forecasting theory; fuzzy set theory; sunspots; time series; Choquet integral; fitting quality; forecasting quality; fuzzy measure; hierarchical autoregressive model; sunspot series; time series;
Journal_Title :
Electronics Letters
DOI :
10.1049/el:19990859
