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A Type 2 fuzzy time series model for stock index forecasting

✍ Scribed by Kunhuang Huarng; Hui-Kuang Yu

Publisher
Elsevier Science
Year
2005
Tongue
English
Weight
253 KB
Volume
353
Category
Article
ISSN
0378-4371

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## Abstract Financial market time series exhibit high degrees of non‐linear variability, and frequently have fractal properties. When the fractal dimension of a time series is non‐integer, this is associated with two features: (1) inhomogeneityβ€”extreme fluctuations at irregular intervals, and (2) s