Determination of Fuzzy Relations for Economic Fuzzy Time Series Models by SCL Techniques
Result description
Based on works Chisson, Song and Zadeh a fuzzy time series model is proposed and applied to predict chaotic financial process. The general methodological framework of classical and fuzzy modelling of economic time series is considered. A complete fuzzy time series modelling approach is proposed. To generate fuzzy rules from data, the neural network with Supervised Competitive Learning (SCL)-based product-space clustering is used.
Keywords
fuzzy time series modelsfuzzy bank rulesproduct-space clusteringfuzzy controlers
The result's identifiers
Result code in IS VaVaI
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
Determination of Fuzzy Relations for Economic Fuzzy Time Series Models by SCL Techniques
Original language description
Based on works Chisson, Song and Zadeh a fuzzy time series model is proposed and applied to predict chaotic financial process. The general methodological framework of classical and fuzzy modelling of economic time series is considered. A complete fuzzy time series modelling approach is proposed. To generate fuzzy rules from data, the neural network with Supervised Competitive Learning (SCL)-based product-space clustering is used.
Czech name
Určení fuzzy relací pro modely ekonomických časových řad SCL technikami
Czech description
Na základě prací podle Chissona, Songa a Zadeha je vyvinut model fuzzy časové řady, který je aplikován na predikci chaotického finančního procesu. Poskytuje a zvažuje se celkový pracovní rámec fuzzy modelování ekonomických časových řad. Je prezentován kompletní postup modelování fuzzy časových řad. Pro přímé určení fuzzy pravidel z databáze je použitá neuronová síť s SCL (Supervised Competitive Learnig) učením.
Classification
Type
D - Article in proceedings
CEP classification
AH - Economics
OECD FORD branch
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Result continuities
Project
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)
Others
Publication year
2005
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
Fuzzy Logic, Soft Computing and Computational Intelligence
ISBN
7-302-11377-7
ISSN
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e-ISSN
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Number of pages
6
Pages from-to
1419-1424
Publisher name
Tsinghua University Press, Springer
Place of publication
Peking
Event location
Peking
Event date
Jan 1, 2005
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
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Result type
D - Article in proceedings
CEP
AH - Economics
Year of implementation
2005