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    請使用永久網址來引用或連結此文件: http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/90306

    題名: A Fuzzy Time Series-Markov Chain Model with an Application to Forecast the Exchange Rate between the Taiwan and US Dollar
    作者: Tsaur, Ruey-Chyn
    貢獻者: 淡江大學管理科學學系
    關鍵詞: Fuzzy time series model;Markov chain;Fuzzy logic group;Exchange rate
    日期: 2012-07
    上傳時間: 2013-06-10 15:46:19 (UTC+8)
    出版者: Kumamoto: I C I C International
    摘要: 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 confirms the potential benefits of the proposed approach with a very small MAPE.
    關聯: International Journal of Innovative Computing, Information and Control 8(7)pt.B, pp.4931-4942
    顯示於類別:[管理科學學系暨研究所] 期刊論文


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