Financial Time Series Analysis Based on a Fuzzy Trend Model

Interpolating time series based on fuzzy cluster analysis problem

This study proposes the model for interpolating time series to use them  to forecast effectively for future. This model is established based on the improved fuzzy clustering analysis problem, which is implemented by the Matlab procedure. The proposed model is illustrated by a data set and tested for many other datasets, especially for 3003 series in  M3-Competition data. Comparing  to the exist...

Financial time series forecasting with a bio-inspired fuzzy model

0957-4174/$ see front matter 2012 Elsevier Ltd. A http://dx.doi.org/10.1016/j.eswa.2012.02.135 ⇑ Corresponding author. E-mail address: jose-luis.aznarte@mines-paristech In general, times series forecasting is considered as a highly complex problem, which is particularly true for financial time series. In this paper, a fuzzy model evolved through a bio-inspired algorithm is proposed to produce a...

Residual analysis using Fourier series transform in Fuzzy time series model

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 term...

Frequency-based Analysis of Financial Time Series

Financial Time-Series Forecasting based on a Neural Network with Weighted Fuzzy Membership Functions and the Takagi-Sugeno Fuzzy Model

This paper proposes financial time-series forecasting using a feature selection method based on the non-overlap area distribution measurement method supported in a neural network with weighted fuzzy membership functions (NEWFM) and the TakagiSugeno (T-S) fuzzy model. The non-overlap area distribution measurement method selects the minimum number of features with the highest performance by remov...