Please use this identifier to cite or link to this item:
https://hdl.handle.net/20.500.11851/5528
Full metadata record
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Fazel Zarandi M. H. | - |
dc.contributor.author | Molladavoudi A. | - |
dc.contributor.author | Davari Ardakani H. | - |
dc.contributor.author | Türkşen, İsmail Burhan | - |
dc.date.accessioned | 2021-09-11T15:19:11Z | - |
dc.date.available | 2021-09-11T15:19:11Z | - |
dc.date.issued | 2011 | en_US |
dc.identifier.citation | 17th Americas Conference on Information Systems 2011, AMCIS 2011, 4 August 2011 through 8 August 2011, Detroit, MI, 92985 | en_US |
dc.identifier.isbn | 9781618390981 | - |
dc.identifier.uri | https://hdl.handle.net/20.500.11851/5528 | - |
dc.description.abstract | This paper proposes a new dual factor time-invariant fuzzy time series method that is capable of forecasting stock market Price Index. The proposed approach uses a new fuzzy logic relationship definition. According to the utilized membership degrees used to define the fuzzy relationships, each datum may belong to two distinct intervals rather than only one interval. This assumption, which has not been considered in the other studies, contributes to better forecasting results. In addition, an appropriate meta-heuristic algorithm for continuous solution schemes, namely evolution strategies (ES), is utilized to identify the appropriate interval lengths. The proposed approach has been tested on TAIFEX index. The computational results showed that the proposed approach outperforms the former studies. | en_US |
dc.language.iso | en | en_US |
dc.relation.ispartof | 17th Americas Conference on Information Systems 2011, AMCIS 2011 | en_US |
dc.rights | info:eu-repo/semantics/closedAccess | en_US |
dc.title | A Novel Dual Factor Fuzzy Time Series Forecasting Based on New Fuzzy Sets and Interval Definition by Evolution Strategies | en_US |
dc.type | Conference Object | en_US |
dc.department | Faculties, Faculty of Engineering, Department of Industrial Engineering | en_US |
dc.department | Fakülteler, Mühendislik Fakültesi, Endüstri Mühendisliği Bölümü | tr_TR |
dc.identifier.volume | 1 | en_US |
dc.identifier.startpage | 107 | en_US |
dc.identifier.scopus | 2-s2.0-84870349522 | en_US |
dc.institutionauthor | Türkşen, İsmail Burhan | - |
dc.relation.publicationcategory | Konferans Öğesi - Uluslararası - Kurum Öğretim Elemanı | en_US |
dc.relation.conference | 17th Americas Conference on Information Systems 2011, AMCIS 2011 | en_US |
item.openairetype | Conference Object | - |
item.languageiso639-1 | en | - |
item.grantfulltext | none | - |
item.fulltext | No Fulltext | - |
item.openairecristype | http://purl.org/coar/resource_type/c_18cf | - |
item.cerifentitytype | Publications | - |
Appears in Collections: | Endüstri Mühendisliği Bölümü / Department of Industrial Engineering Scopus İndeksli Yayınlar Koleksiyonu / Scopus Indexed Publications Collection |
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