Fuzzy time series forecasting based on fuzzy logical relationships and similarity measures

In this paper, we propose a new fuzzy time series forecasting method for forecasting the Taiwan Stock Exchange Capitalization Weighted Stock Index (TAIEX) based on fuzzy time series, fuzzy logical relationships, particle swarm optimization techniques, the K-means clustering algorithm, and similarity...

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Bibliographic Details
Published in:	Information sciences Vol. 327; pp. 272 - 287
Main Authors:	Cheng, Shou-Hsiung, Chen, Shyi-Ming, Jian, Wen-Shan
Format:	Journal Article
Language:	English
Published:	Elsevier Inc 10.01.2016
Subjects:	Algorithms Clusters Forecasting Fuzzy Fuzzy logic Fuzzy logical relationships Fuzzy set theory Fuzzy time series K-means clustering algorithm Particle swarm optimization Similarity measures Swarm intelligence Vector quantization Fuzzy time series K-means clustering algorithm Similarity measures Particle swarm optimization Fuzzy logical relationships
ISSN:	0020-0255, 1872-6291
Online Access:	Get full text
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