Fuzzy time series forecasting Comparing Markov-Chain and Percentage Change models

被引:0
|
作者
Darzi, Fatemeh Hasantabar [1 ]
Khoshnazar, Narges [1 ]
Eslami, Mehrdad [2 ]
机构
[1] Univ Sistan & Baluchestan, Fac Math, Zahedan, Iran
[2] Univ Velayat, Fac Math, Iranshahr, Iran
来源
2015 4th Iranian Joint Congress on Fuzzy and Intelligent Systems (CFIS) | 2015年
关键词
Fuzzy time series; Markov-Chain model; percentage change;
D O I
暂无
中图分类号
TP18 [人工智能理论];
学科分类号
081104 ; 0812 ; 0835 ; 1405 ;
摘要
Numerous Fuzzy Time Series (FTS) models have been proposed in scientific literature during the past decades or so. Among the most FTS models for forecasting we chose two applicable models, Markov-Chain and Percentage Chang models. For evaluating these models we used exchange rate between the Iran and US dollar and compared the result.
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页数:4
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