抄録
Fuzzy time-series (FTS) has been applied to handle non-linear problems, such as enrollment, weather and stock index forecasting. In the forecasting processes, fuzzy logical relation (FLR) plays a pivotal role in forecasting accuracy. Usually FTS uses an equal interval to obtain forecasting values. But in this paper, we use genetic algorithm (GA) to optimize the interval at first. Based on this, then rough set (RS) method is used to recalculate the values. In the empirical analysis, Japan stock index is used as experimental data sets and one fuzzy time-series method, as a comparison model. The experimental results showed that the proposed method is more efficient than the FTS method.
本文言語 | English |
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ホスト出版物のタイトル | 2015 10th Asian Control Conference: Emerging Control Techniques for a Sustainable World, ASCC 2015 |
出版社 | Institute of Electrical and Electronics Engineers Inc. |
ISBN(印刷版) | 9781479978625 |
DOI | |
出版ステータス | Published - 2015 9 8 |
イベント | 10th Asian Control Conference, ASCC 2015 - Kota Kinabalu, Malaysia 継続期間: 2015 5 31 → 2015 6 3 |
Other
Other | 10th Asian Control Conference, ASCC 2015 |
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Country | Malaysia |
City | Kota Kinabalu |
Period | 15/5/31 → 15/6/3 |
ASJC Scopus subject areas
- Control and Systems Engineering