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    Please use this identifier to cite or link to this item: http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/90306

    Title: A Fuzzy Time Series-Markov Chain Model with an Application to Forecast the Exchange Rate between the Taiwan and US Dollar
    Authors: Tsaur, Ruey-Chyn
    Contributors: 淡江大學管理科學學系
    Keywords: Fuzzy time series model;Markov chain;Fuzzy logic group;Exchange rate
    Date: 2012-07
    Issue Date: 2013-06-10 15:46:19 (UTC+8)
    Publisher: Kumamoto: I C I C International
    Abstract: In this study, a fuzzy time series-Markov chain approach for analyzing the linguistic or a small sample time series data is proposed to further enhance the predictive accuracy. By transferring fuzzy time series data to the fuzzy logic group, and using the obtained fuzzy logic group to derive a Markov chain transition matrix, a set of adjusted enrollment forecasting values can be obtained with the smallest forecasting error of various fuzzy time series methods. Finally, an illustrated example for exchange rate forecasting is used to verify the effectiveness of the proposed model and con rms the potential bene ts of the proposed approach with a very small MAPE.
    Relation: International Journal of Innovative Computing, Information and Control 8(7)pt.B, pp.4931-4942
    Appears in Collections:[管理科學學系暨研究所] 期刊論文

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