Abstract
Based on the works citekosko2, song, zadeh a fuzzy time series model is proposed and applied to predict chaotic financial process. The general methodological framework of classical and fuzzy modelling of economic time series is considered. A complete fuzzy time series modelling approach is proposed which includes: determining and developing of fuzzy time series models, developing and calculating of fuzzy relations among the observations, calculating and interpreting the outputs. To generate fuzzy rules from data, the neural network with SCL-based product-space clustering is used.
Keywords
Cite this article
@article{cai-1324,
author = {Dušan Marček},
title = {Determination of Fuzzy Relations for Economic Fuzzy Time Series Models by Neural Networks},
journal = {Computing and Informatics},
volume = {22},
number = {5},
pages = {457--471},
year = {2003},
issn = {1335-9150},
url = {https://cai.type.sk/content/2003/5/determination-of-fuzzy-relations-for-economic-fuzzy-time-series-models-by-neural-networks/}
}
TY - JOUR AU - Dušan Marček TI - Determination of Fuzzy Relations for Economic Fuzzy Time Series Models by Neural Networks JO - Computing and Informatics VL - 22 IS - 5 SP - 457 EP - 471 PY - 2003 SN - 1335-9150 UR - https://cai.type.sk/content/2003/5/determination-of-fuzzy-relations-for-economic-fuzzy-time-series-models-by-neural-networks/ KW - Fuzzy time series models KW - fuzzy bank rules KW - product-space clustering KW - fuzzy controllers KW - neural networks ER -
Marček, D. (2003). Determination of Fuzzy Relations for Economic Fuzzy Time Series Models by Neural Networks. Computing and Informatics, 22(5), 457–471. https://cai.type.sk/content/2003/5/determination-of-fuzzy-relations-for-economic-fuzzy-time-series-models-by-neural-networks/