期刊論文
| 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 conrms the potential benets 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 | en |
| ISSN | 1349-4198 |
| 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 | 是 |
| 國別 | JPN |
| 公開徵稿 | |
| 出版型式 | ,紙本 |
| 相關連結 |
機構典藏連結 ( http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/90306 ) |