• DocumentCode
    3728288
  • Title

    A Novel Fuzzy Time Series Forecasting Method Based on Fuzzy Logical Relationships and Similarity Measures

  • Author

    Shou-Hsiung Cheng;Shyi-Ming Chen;Wen-Shan Jian

  • Author_Institution
    Dept. of Inf. Manage., Chienkuo Technol. Univ., Changhua, Taiwan
  • fYear
    2015
  • Firstpage
    2250
  • Lastpage
    2254
  • Abstract
    This paper proposes a new fuzzy forecasting method for forecasting the Taiwan Stock Exchange Capitalization Weighted Stock Index (TAIEX) based on fuzzy time series, fuzzy logical relationships, the K-means clustering algorithm, and similarity measures. The proposed fuzzy forecasting method gets higher forecasting accuracy rates than the existing methods.
  • Keywords
    "Fuzzy sets","Forecasting","Testing","Clustering algorithms","Training data","Time series analysis","Time measurement"
  • Publisher
    ieee
  • Conference_Titel
    Systems, Man, and Cybernetics (SMC), 2015 IEEE International Conference on
  • Type

    conf

  • DOI
    10.1109/SMC.2015.393
  • Filename
    7379525
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=3728288