𝔖 Bobbio Scriptorium
✦   LIBER   ✦

A linear forecasting model and its application to economic data

✍ Scribed by Georg Peters

Publisher
John Wiley and Sons
Year
2001
Tongue
English
Weight
161 KB
Volume
20
Category
Article
ISSN
0277-6693

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✦ Synopsis

Abstract

We present a forecasting model based on fuzzy pattern recognition and weighted linear regression. In this model fuzzy pattern recognition is used to find homogeneous fuzzy classes in a heterogeneous data set. It is assumed that the classes represent typical situations. For each class a weighted regression analysis is conducted. The forecasting results obtained by the class regression analysis are aggregated to obtain the β€˜overall’ estimation of the regression model. We apply the model to the forecasting of economic data of the USA. Copyright Β© 2001 John Wiley & Sons, Ltd.

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