標題: Fuzzy ARIMA model for forecasting the foreign exchange market
作者: Tseng, FM
Tzeng, GH
Yu, HC
Yuan, BJC
管理學院
College of Management
關鍵字: ARIMA;foreign exchange market;fuzzy regression;fuzzy ARIMA;time series
公開日期: 16-二月-2001
摘要: Considering the time-series ARTMA (p,d,q) model and fuzzy regression model, this paper develops a fuzzy ARIMA (FARIMA) model and applies it to forecasting the exchange rate of NT dollars to US dollars. This model includes interval models with interval parameters and the possibility distribution of future values is provided by FARIMA. This model makes it possible for decision makers to forecast the best- and worst-possible situations based on fewer observations than the ARIMA model. (C) 2001 Elsevier Science B.V. All rights reserved.
URI: http://dx.doi.org/10.1016/S0165-0114(98)00286-3
http://hdl.handle.net/11536/29839
ISSN: 0165-0114
DOI: 10.1016/S0165-0114(98)00286-3
期刊: FUZZY SETS AND SYSTEMS
Volume: 118
Issue: 1
起始頁: 9
結束頁: 19
顯示於類別:期刊論文


文件中的檔案:

  1. 000166268000002.pdf