教師資料查詢 | 類別: 期刊論文 | 教師: 曹銳勤 RUEY-CHYN TSAUR (瀏覽個人網頁)

標題:A Fuzzy Time Series-Markov Chain Model with an Application to Forecast the Exchange Rate between the Taiwan and US Dollar
學年100
學期2
出版(發表)日期2012/07/01
作品名稱A Fuzzy Time Series-Markov Chain Model with an Application to Forecast the Exchange Rate between the Taiwan and US Dollar
作品名稱(其他語言)
著者Tsaur, Ruey-Chyn
單位淡江大學管理科學學系
出版者Kumamoto: I C I C International
著錄名稱、卷期、頁數International Journal of Innovative Computing, Information and Control 8(7)pt.B, pp.4931-4942
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 con rms the potential bene ts of the proposed approach with a very small MAPE.
關鍵字Fuzzy time series model;Markov chain;Fuzzy logic group;Exchange rate
語言英文
ISSN1349-4198
期刊性質國外
收錄於SCI;
產學合作
通訊作者Tsaur, Ruey-Chyn
審稿制度
國別日本
公開徵稿
出版型式,紙本
相關連結
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