• DocumentCode
    3736581
  • Title

    Fuzzy time series forecasting Comparing Markov-Chain and percentage change models

  • Author

    Fatemeh Hasantabar Darzi;Narges Khoshnazar;Mehrdad Eslami

  • Author_Institution
    Fac. of Math., Univ. of Sistan &
  • fYear
    2015
  • Firstpage
    1
  • Lastpage
    4
  • Abstract
    Numerous Fuzzy Time Series (FTS) models have been proposed in scientific literature during the past decades or so. Among the most FTS models for forecasting we chose two applicable models, Markov-Chain and Percentage Chang models. For evaluating these models we used exchange rate between the Iran and US dollar and compared the result.
  • Keywords
    "Forecasting","Time series analysis","Biological system modeling","Exchange rates","Predictive models","Pragmatics","Fuzzy sets"
  • Publisher
    ieee
  • Conference_Titel
    Fuzzy and Intelligent Systems (CFIS), 2015 4th Iranian Joint Congress on
  • Type

    conf

  • DOI
    10.1109/CFIS.2015.7391636
  • Filename
    7391636