DocumentCode
2076123
Title
Fuzzy time series forecasting for RMB´s exchange rate based on FCM
Author
Zhao Qing-Jiang ; Chi Kai ; Fu Fang-Ping ; Li Chao-Chao ; Che Wen-Gang
Author_Institution
Dept. of Phys. & Technol., Kunming Univ., Kunming, China
fYear
2010
fDate
29-31 July 2010
Firstpage
5526
Lastpage
5529
Abstract
Forecasting exchange rate is one of the most important research topics in financial time series field. In this paper, the author combine fuzzy time series model with fuzzy clustering method to predict the USD/CHY exchange rate. The empirical results show that this method can obviously obtain higher forecasting precision than some traditional ones.
Keywords
economic forecasting; exchange rates; fuzzy set theory; pattern clustering; time series; FCM; RMBs exchange rate forecasting; USD/CHY exchange rate; fuzzy clustering method; fuzzy time series model; Electronic mail; Exchange rates; Forecasting; Fuzzy sets; Genetics; Prediction algorithms; Time series analysis;
fLanguage
English
Publisher
ieee
Conference_Titel
Control Conference (CCC), 2010 29th Chinese
Conference_Location
Beijing
Print_ISBN
978-1-4244-6263-6
Type
conf
Filename
5572237
Link To Document