1. Temperature prediction and TAIFEX forecasting based on fuzzy relationships and MTPSO techniques
- Author
-
Hsu, Ling-Yuan, Horng, Shi-Jinn, Kao, Tzong-Wann, Chen, Yuan-Hsin, Run, Ray-Shine, Chen, Rong-Jian, Lai, Jui-Lin, and Kuo, I-Hong
- Subjects
- *
FORECASTING , *ATMOSPHERIC temperature , *FUTURES market , *PARTICLE swarm optimization , *FUZZY systems , *TIME series analysis , *MATHEMATICAL models - Abstract
Abstract: In this paper, we proposed a modified turbulent particle swarm optimization (named MTPSO) method for the temperature prediction and the Taiwan Futures Exchange (TAIFEX) forecasting, based on the two-factor fuzzy time series and particle swarm optimization. The MTPSO model can be dealt with two main factors easily and accurately, which are the lengths of intervals and the content of forecast rules. The experimental results of the temperature prediction and the TAIFEX forecasting show that the proposed model is better than any existing models and it can get better quality solutions based on the high-order fuzzy time series, respectively. [Copyright &y& Elsevier]
- Published
- 2010
- Full Text
- View/download PDF