Volatility model based on multi-stock index for TAIEX forecasting
Expert Systems with Applications: An International Journal
A neural network-based fuzzy time series model to improve forecasting
Expert Systems with Applications: An International Journal
A new method to forecast the TAIEX based on fuzzy time series
SMC'09 Proceedings of the 2009 IEEE international conference on Systems, Man and Cybernetics
A new method for forecasting the TAIEX based on high-order fuzzy logical relationships
SMC'09 Proceedings of the 2009 IEEE international conference on Systems, Man and Cybernetics
An application of fuzzy time series to improve ISE forecasting
WSEAS Transactions on Mathematics
Multi-variable fuzzy forecasting based on fuzzy clustering and fuzzy rule interpolation techniques
Information Sciences: an International Journal
A stochastic HMM-based forecasting model for fuzzy time series
IEEE Transactions on Systems, Man, and Cybernetics, Part B: Cybernetics
A heuristic time-invariant model for fuzzy time series forecasting
Expert Systems with Applications: An International Journal
Adaptive time-variant models for fuzzy-time-series forecasting
IEEE Transactions on Systems, Man, and Cybernetics, Part B: Cybernetics
Handling forecasting problems based on high-order fuzzy logical relationships
Expert Systems with Applications: An International Journal
ICCCI'10 Proceedings of the Second international conference on Computational collective intelligence: technologies and applications - Volume Part II
Multivariate fuzzy forecasting based on fuzzy time series and automatic clustering techniques
Expert Systems with Applications: An International Journal
Application of type-2 neuro-fuzzy modeling in stock price prediction
Applied Soft Computing
Expert Systems with Applications: An International Journal
Forecasting the TAIEX based on fuzzy time series, PSO techniques and support vector machines
ACIIDS'13 Proceedings of the 5th Asian conference on Intelligent Information and Database Systems - Volume Part I
High-order fuzzy-neuro expert system for time series forecasting
Knowledge-Based Systems
Information Sciences: an International Journal
An efficient time series forecasting model based on fuzzy time series
Engineering Applications of Artificial Intelligence
The modeling of time series based on fuzzy information granules
Expert Systems with Applications: An International Journal
Forecasting stock index price based on M-factors fuzzy time series and particle swarm optimization
International Journal of Approximate Reasoning
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Fuzzy time-series models have been widely applied due to their ability to handle nonlinear data directly and because no rigid assumptions for the data are needed. In addition, many such models have been shown to provide better forecasting results than their conventional counterparts. However, since most of these models require complicated matrix computations, this paper proposes the adoption of a multivariate heuristic function that can be integrated with univariate fuzzy time-series models into multivariate models. Such a multivariate heuristic function can easily be extended and integrated with various univariate models. Furthermore, the integrated model can handle multiple variables to improve forecasting results and, at the same time, avoid complicated computations due to the inclusion of multiple variables.