A novel forecasting method based on multi-order fuzzy time series and technical analysis

@article{Ye2016ANF,
  title={A novel forecasting method based on multi-order fuzzy time series and technical analysis},
  author={Furong Ye and Liming Zhang and Defu Zhang and Hamido Fujita and Zhiguo Gong},
  journal={Inf. Sci.},
  year={2016},
  volume={367-368},
  pages={41-57}
}
The directional accuracy rate of forecasting model is first selected as performance measures.Exponential smoothing is used to eliminate noise in the time series.Multi-order and multivariate fuzzy time series are combined to forecast financial time series.The proposed method outperforms the existing methods for 5 well-known financial time series. Financial trading is one of the most common risk investment actions in the modern economic environment because financial market systems are complex non… CONTINUE READING

Citations

Publications citing this paper.
SHOWING 1-10 OF 11 CITATIONS

Fuzzy time series forecasting based on axiomatic fuzzy set theory

  • Neural Computing and Applications
  • 2018
VIEW 3 EXCERPTS
CITES RESULTS & METHODS

References

Publications referenced by this paper.
SHOWING 1-10 OF 45 REFERENCES

TAIEX Forecasting Based on Fuzzy Time Series and Fuzzy Variation Groups

  • IEEE Transactions on Fuzzy Systems
  • 2011
VIEW 19 EXCERPTS
HIGHLY INFLUENTIAL