Title
On Optimal Forecasting with Soft Computation for Nonlinear Time Series
Abstract
In this paper we present a new approach on optimal forecasting by using the fuzzy set theory and soft computing methods for the dynamic data analysis. This research is based on the concepts of fuzzy membership function as well as the natural selection of evolution theory. Some discussions in the sensitivity of the design of fuzzy processing will be provided. Through the design of genetic evolution, the AIC criteria is used as the adjust function, and the fuzzy memberships function of each gene model are calculated. Simulation and empirical examples show that our proposed forecasting technique can give an optimal forecasting in time series analysis.
Year
DOI
Venue
2003
10.1023/A:1025090420345
FO & DM
Keywords
Field
DocType
optimal forecasting,soft computation,genetic modeling,membership function
Mathematical optimization,Defuzzification,Fuzzy classification,Fuzzy set operations,Fuzzy logic,Fuzzy set,Artificial intelligence,Soft computing,Fuzzy number,Membership function,Mathematics
Journal
Volume
Issue
ISSN
2
3
1573-2908
Citations 
PageRank 
References 
4
0.80
0
Authors
2
Name
Order
Citations
PageRank
Shuenn-Ren Chen140.80
Berlin Wu212315.28