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@inproceedings{Tsenga1997FuzzyAM, title={Fuzzy ARIMA model for forecasting the foreign exchange market}, author={Fang-Mei Tsenga and Gwo-Hshiung Tzengb and Hsiao-Cheng Yua and Benjamin J. C. Yuana}, year={1997} }

- Published 1997

Considering the time-series ARIMA(p,d, q) model and fuzzy regression model, this paper develops a fuzzy ARIMA (FARIMA) model and applies it to forecasting the exchange rate of NT dollars to US dollars. This model includes interval models with interval parameters and the possibility distribution of future values is provided by FARIMA. This model makes it possible for decision makers to forecast the bestand worst-possible situations based on fewer observations than the ARIMA model. c © 2001… CONTINUE READING

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