The fuzzy time series has recently received increasing attention because of its capability of dealing with vague and incomplete data. There have been a variety of models developed to either improve forecasting accuracy or reduce computation overhead. However, the issues of controlling uncertainty in
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A refined fuzzy time-series model for forecasting
β Scribed by Hui-Kuang Yu
- Publisher
- Elsevier Science
- Year
- 2005
- Tongue
- English
- Weight
- 304 KB
- Volume
- 346
- Category
- Article
- ISSN
- 0378-4371
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## Abstract Financial market time series exhibit high degrees of nonβlinear variability, and frequently have fractal properties. When the fractal dimension of a time series is nonβinteger, this is associated with two features: (1) inhomogeneityβextreme fluctuations at irregular intervals, and (2) s
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