Fuzzy variable time series based on fuzzy membership function and econometrics

Author

Xiaoyue Zhou ; Zou, Kaiqi ; Wang, Yanfang

Author_Institution

Sch. of Manage., China Univ. of Min. & Technol. (Beijing), Beijing, China

fYear

2010

fDate

20-21 Oct. 2010

Firstpage

225

Lastpage

228

Abstract

Econometrics is the field of economics that concerns itself with the application of mathematical statistics and the tools of statistical inference to the empirical measurement of relationships postulated by economic theory. Some variable data with fuzzy characteristics are neglected in empirical analysis. Since some econometrics data can have fuzzy characteristics, nothing but fuzzy logic can be applied. In this paper, some fuzzy characteristics of these variable data were discussed with fuzzy degree firstly. Then the author proposes the definition of fuzzy variable and fuzzy variable time series. And the mean and variance of fuzzy variable time series are presented at last. The fuzzy variable data are useful for econometric study and data mining.

Keywords

econometrics; fuzzy set theory; statistical analysis; time series; data mining; econometrics; economic theory; fuzzy logic; fuzzy membership function; fuzzy variable data; fuzzy variable time series; mathematical statistics; statistical inference; Indexes; Time series analysis; Fuzzy degree; Fuzzy membership function; Fuzzy variable; Fuzzy variable time series;

fLanguage

English

Publisher

ieee

Conference_Titel

Knowledge Acquisition and Modeling (KAM), 2010 3rd International Symposium on

Conference_Location

Wuhan

Print_ISBN

978-1-4244-8004-3

Type

conf

DOI

10.1109/KAM.2010.5646254

Filename

5646254