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
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