• DocumentCode
    3315667
  • Title

    Application of optimized Type 2 fuzzy time series to forecast Taiwan stock index

  • Author

    Bajestani, Narges Shafaei ; Zare, Asef

  • Author_Institution
    Dept. of Electr. Enrineering, Azad Univ. of Gonabad, Gonabad
  • fYear
    2009
  • fDate
    17-18 Feb. 2009
  • Firstpage
    1
  • Lastpage
    6
  • Abstract
    In this paper, Taiwan stock index is forecasted by use of optimized type 2 fuzzy time series concept. In type 2 fuzzy time series, more observation can be used for forecasting. Thus, this model is closer to reality than type1 model.
  • Keywords
    economic forecasting; economic indicators; fuzzy set theory; macroeconomics; optimisation; stock markets; time series; Taiwan stock index forecasting; optimized type 2 fuzzy time series; Fuzzy logic; Fuzzy sets; Inductors; Linear programming; Load forecasting; Mood; Predictive models; Set theory; Temperature; forecasting; fuzzy sets; fuzzy time series; linguistic value; style;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Computer, Control and Communication, 2009. IC4 2009. 2nd International Conference on
  • Conference_Location
    Karachi
  • Print_ISBN
    978-1-4244-3313-1
  • Electronic_ISBN
    978-1-4244-3314-8
  • Type

    conf

  • DOI
    10.1109/IC4.2009.4909268
  • Filename
    4909268