期刊論文
| 學年 | 102 |
|---|---|
| 學期 | 2 |
| 出版（發表）日期 | 2014-06-01 |
| 作品名稱 | Residual analysis using Fourier series transform in Fuzzy time series model |
| 作品名稱（其他語言） | |
| 著者 | Tsaur, Ruey-Chyn |
| 單位 | 淡江大學管理科學學系 |
| 出版者 | Zahedan: University of Sistan and Baluchistan |
| 著錄名稱、卷期、頁數 | Iranian Journal of Fuzzy Systems 11(3), pp.43-54 |
| 摘要 | In this paper, we propose a new residual analysis method using Fourier series transform into fuzzy time series model for improving the forecasting performance. This hybrid model takes advantage of the high predictable power of fuzzy time series model and Fourier series transform to fit the estimated residuals into frequency spectra, select the low-frequency terms, filter out high-frequency terms, and then have well forecasting performance.
 Two numerical examples are given to show that our proposed model can be applied with the best forecasting performance than the other models. |
| 關鍵字 | Fuzzy time series; Residual analysis; Fourier series transform; Forecasting |
| 語言 | en |
| ISSN | 1735-0654 |
| 期刊性質 | 國外 |
| 收錄於 | SCI |
| 產學合作 | |
| 通訊作者 | Tsaur, Ruey-Chyn |
| 審稿制度 | 是 |
| 國別 | IRN |
| 公開徵稿 | |
| 出版型式 | ,電子版,紙本 |
| 相關連結 |
機構典藏連結 ( http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/99124 ) |