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
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"
Conference_Titel :
Systems, Man, and Cybernetics (SMC), 2015 IEEE International Conference on
DOI :
10.1109/SMC.2015.393
