A Hybrid Approach based on Winter's Model and Weighted Fuzzy Time Series for Forecasting Trend and Seasonal Data | Science Publications

Journal of Mathematics and Statistics

Muhammad H. Lee¹  Suhartono¹ 

关键词: Fuzzy time series;    hybrid;    Winter's model;    graphical order;    seasonality;    trend;   

DOI  :  10.3844/jmssp.2011.177.183

学科分类：社会科学、人文和艺术（综合）

来源: Science Publications

【 摘 要 】

Problem statement: In the literature, the most studied of fuzzy time series for the purpose of forecasting is the first order fuzzy time series model. In this model, only the first lagged variable is used when constructing the first order fuzzy time series model. Therefore, such approaches fail to analyze accurately trend and seasonal time series which is an important class in time series models. Approach: In this paper, a hybrid approach is proposed in order to analyze trend and seasonal fuzzy time series. The proposed hybrid approach is based on Winter

【 授权许可】

Unknown