A Fuzzy Time Series-Markov Chain Model with an Application to Forecast the Exchange Rate between the Taiwan and US Dollar

淡江大學機構典藏 > 商管學院 > 管理科學學系暨研究所 > 期刊論文 > Item 987654321/90306

jsp.display-item.identifier=請使用永久網址來引用或連結此文件: https://tkuir.lib.tku.edu.tw/dspace/handle/987654321/90306

题名:	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
贡献者:	淡江大學管理科學學系
关键词:	Fuzzy time series model;Markov chain;Fuzzy logic group;Exchange rate
日期:	2012-07
上传时间:	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
显示于类别:	[管理科學學系暨研究所] 期刊論文

文件中的档案:

档案	描述	大小	格式	浏览次数
index.html		0Kb	HTML	346	检视/开启

在機構典藏中所有的数据项都受到原著作权保护.

TAIR相关文章