Ratio-based lengths of intervals to improve fuzzy time series forecasting
By K. Huarng, Tiffany Hui-Kuang Yu. IEEE Transactions on Systems Man and Cybernetics Part B (Cybernetics), 2006
308 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Management Science and Operations Research
View Paper: https://www.semanticscholar.org/paper/2cad8488b911f249117513600a2cedef635e9269
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Economics and Econometrics
In Management Science and Operations Research
- Xin Yao
- Kazuyuki Murase
- Md. Mustafizur Rahman
- M. Islam
- Anthony Grace
- Christoph Bergmeir
- Kasun Bandara
- Slawek Smyl
Citations in the corpus
- Layered Ensemble Architecture for Time Series Forecasting (2016, methodology): “T IME series forecasting (TSF) is the use of a model or technique to predict future values based on previously observed values [1]–[3].”
- Prediction-based portfolio optimization model using neural networks (2009, background): “However, in the last two decades, many machine learning methods for time series prediction appeared, ranging from neural network models to support vector machines and fuzzy sets [13] [14] [15] [16].”