Title :
Application of optimized Type 2 fuzzy time series to forecast Taiwan stock index
Author :
Bajestani, Narges Shafaei ; Zare, Asef
Author_Institution :
Dept. of Electr. Enrineering, Azad Univ. of Gonabad, Gonabad
Abstract :
In this paper, Taiwan stock index is forecasted by use of optimized type 2 fuzzy time series concept. In type 2 fuzzy time series, more observation can be used for forecasting. Thus, this model is closer to reality than type1 model.
Keywords :
economic forecasting; economic indicators; fuzzy set theory; macroeconomics; optimisation; stock markets; time series; Taiwan stock index forecasting; optimized type 2 fuzzy time series; Fuzzy logic; Fuzzy sets; Inductors; Linear programming; Load forecasting; Mood; Predictive models; Set theory; Temperature; forecasting; fuzzy sets; fuzzy time series; linguistic value; style;
Conference_Titel :
Computer, Control and Communication, 2009. IC4 2009. 2nd International Conference on
Conference_Location :
Karachi
Print_ISBN :
978-1-4244-3313-1
Electronic_ISBN :
978-1-4244-3314-8
DOI :
10.1109/IC4.2009.4909268
