• DocumentCode
    1554677
  • Title

    Hierarchical autoregression using fuzzy measures

  • Author

    Kwon, S.H. ; Sugeno, M.

  • Author_Institution
    Yeungnam Univ., Kyongbuk, South Korea
  • Volume
    35
  • Issue
    15
  • fYear
    1999
  • fDate
    7/22/1999 12:00:00 AM
  • Firstpage
    1286
  • Lastpage
    1287
  • Abstract
    A hierarchical autoregressive model of time series using fuzzy measures and the Choquet integral is presented. The fitting and forecasting quality of the presented model is analysed by applying it to well-known time series data (the sunspot series) and compared with the forecasting qualities of other conventional models
  • Keywords
    autoregressive processes; forecasting theory; fuzzy set theory; sunspots; time series; Choquet integral; fitting quality; forecasting quality; fuzzy measure; hierarchical autoregressive model; sunspot series; time series;
  • fLanguage
    English
  • Journal_Title
    Electronics Letters
  • Publisher
    iet
  • ISSN
    0013-5194
  • Type

    jour

  • DOI
    10.1049/el:19990859
  • Filename
    790819