A COMPUTATIONAL METHOD FOR FUZZY TIME SERIES FORECASTING BASED ON DIFFERENCE PARAMETERS

被引：28

作者：

Joshi, Bhagawati P. ^{[1
]}

Kumar, Sanjay ^{[1
]}

机构：

[1] GB Pant Univ Agr & Technol, Dept Math Stat & Comp Sci, Pantnagar 263145, Uttar Pradesh, India

来源：

INTERNATIONAL JOURNAL OF MODELING SIMULATION AND SCIENTIFIC COMPUTING | 2013年 / 4卷 / 01期

关键词：

Fuzzy time series; time variant; fuzzy membership grade; computational algorithm;

D O I：

10.1142/S1793962312500237

中图分类号：

TP301 [理论、方法];

学科分类号：

081202 ;

摘要：

Present study proposes a method for fuzzy time series forecasting based on difference parameters. The developed method has been presented in a form of simple computational algorithm. It utilizes various difference parameters being implemented on current state for forecasting the next state values to accommodate the possible vagueness in the data in an efficient way. The developed model has been simulated on the historical student enrollments data of University of Alabama and the obtained forecasted values have been compared with the existing methods to show its superiority. Further, the developed model has also been implemented in forecasting the movement of market prices of share of State Bank of India (SBI) at Bombay Stock Exchange (BSE), India.

引用

页数：12

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