Building fuzzy random autoregression model and its application

Lu Shao*, You Hsi Tsai, Junzo Watada, Shuming Wang

*この研究の対応する著者

    研究成果: Chapter

    3 被引用数 (Scopus)

    抄録

    The purpose of economic analysis is to interpret the history, present and future economic situation based on analyzing economical time series data. The autoregression model is widely used in economic analysis to predict an output of an index based on the previous outputs. However, in real-world economic analysis, given the co-existence of stochastic and fuzzy uncertainty, it is better to employ a fuzzy system approach to the analysis. To address regression problems with such hybridly uncertain data, fuzzy random data are introduced to build the autoregression model. In this paper, a fuzzy random autoregression model is introduced and to solve the problem, we resort to some heuristic solution based on σ -confidence intervals. Finally, a numerical example of Shanghai Composite Index is provided.

    本文言語English
    ホスト出版物のタイトルSmart Innovation, Systems and Technologies
    ページ155-164
    ページ数10
    15
    DOI
    出版ステータスPublished - 2012

    出版物シリーズ

    名前Smart Innovation, Systems and Technologies
    15
    ISSN(印刷版)21903018
    ISSN(電子版)21903026

    ASJC Scopus subject areas

    • コンピュータ サイエンス(全般)
    • 決定科学(全般)

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