After reviewing the vast body of literature on using FTS in stock market forecasting, certain deficiencies are distinguished in the hybridization of findings. In addition, the lack of constructive systematic framework, which can be helpful to indicate direction of growth in entire FTS forecasting systems, is outstanding. In this study, we propose a multilayer model for stock market forecasting ...

In time series prediction, historical data are used as the basis of estimating future outcomes. Many methods including statistical predictive models and artificial intelligence (AI) based models have been proposed for time series prediction. When dealing with limited information, researchers tend to seek for AI-based approaches as statistical models require large samples to determine the underl...

Type-2 fuzzy logic to make up for the lack of a type of fuzzy logic in dealing with uncertainty, object contains uncertainty is strong; the application of type-2 fuzzy logic advantage is more obvious. In this paper, type-2s of fuzzy logic for power load time series forecasting, good results were obtained. According to the power load has strong randomness it is difficult to accurately forecast p...

An evolving weighted neuro-neo-fuzzy-ANARX model and its learning procedures are introduced in the article. This system is basically used for time series forecasting. It’s based on neo-fuzzy elements. This system may be considered as a pool of elements that process data in a parallel manner. The proposed evolving system may provide online processing data streams. Index Terms — Computational Int...

Intuitionistic fuzzy sets introduced by Atanassov are generalization of fuzzy sets as they also handle the nondeterminacy which is caused by degree of hesitation of decision maker. The present study proposes a computational method of forecasting for fuzzy time series. In the proposed method the notion of intuitionistic fuzzy set is used in fuzzy time series forecasting with simplified computati...

The aim of the 2015 IFSA-EUSFLAT International Time Series Competition, Computational Intelligence in Forecasting (CIF), is to evaluate the performance of computational intelligence-based approaches to forecast time series of different nature. The participants must propose a unique consistent methodology for all time series. This paper suggests an adaptive fuzzy c-regression modeling approach (...

Summery Various forecasting methods have been developed on the basis of fuzzy time series data, but accuracy has been matter of concern in these forecasts. As in fuzzy time series methods forecasted values depend to some degree on our interpretation of the output of the forecasting model thus different interpretation may lead to different results, this makes the process quite subjective. An obj...

This study develops an improved fuzzy time series models for forecasting short-term series data. The forecasts were obtained by comparing the proposed improved fuzzy time series, Hwang’s fuzzy time series, and heuristic fuzzy time series. The tourism from Taiwan to the United States was used to build the sample sets which were officially published annual data for the period of 1991–2001. The ro...

The application of fuzzy time series models to forecasting has been drawing a great amount of attention. To provide a more sophisticated model to handle real world problems thus becomes important. This study intends to model fuzzy time series with multiple observations at a single time point. The proposed model shows how to fuzzify multiple observations into a fuzzy set. Neural networks are app...

in the management of river basins, prediction of river water quality is essential to maintain water quality within standard limits. this study performed a time-series analysis of the prediction of chlorine concentration and electrical conductivity time series data for the period of 1991-2005 from sefidrood river in northern iran. the seasonal prediction of chlorine and electrical conductivity t...