A hybrid multi-order fuzzy time series for forecasting stock markets

This paper proposes a hybrid model based on multi-order fuzzy time series, which employs rough sets theory to mine fuzzy logical relationship from time series and an adaptive expectation model to adjust forecasting results, to improve forecasting accuracy. Two empirical stock markets (TAIEX and NASD...

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Veröffentlicht in:	Expert systems with applications 2009-05, Vol.36 (4), p.7888-7897
Hauptverfasser:	Teoh, Hia Jong, Chen, Tai-Liang, Cheng, Ching-Hsue, Chu, Hsing-Hui
Format:	Artikel
Sprache:	eng
Schlagworte:	Fuzzy logical relationships (FLRs) Multi-order fuzzy time series Rough sets theory
Online-Zugang:	Volltext
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