完整後設資料紀錄
DC 欄位 | 值 | 語言 |
---|---|---|
dc.contributor.author | Tseng, FM | en_US |
dc.contributor.author | Tzeng, GH | en_US |
dc.contributor.author | Yu, HC | en_US |
dc.contributor.author | Yuan, BJC | en_US |
dc.date.accessioned | 2014-12-08T15:44:11Z | - |
dc.date.available | 2014-12-08T15:44:11Z | - |
dc.date.issued | 2001-02-16 | en_US |
dc.identifier.issn | 0165-0114 | en_US |
dc.identifier.uri | http://dx.doi.org/10.1016/S0165-0114(98)00286-3 | en_US |
dc.identifier.uri | http://hdl.handle.net/11536/29839 | - |
dc.description.abstract | Considering the time-series ARTMA (p,d,q) model and fuzzy regression model, this paper develops a fuzzy ARIMA (FARIMA) model and applies it to forecasting the exchange rate of NT dollars to US dollars. This model includes interval models with interval parameters and the possibility distribution of future values is provided by FARIMA. This model makes it possible for decision makers to forecast the best- and worst-possible situations based on fewer observations than the ARIMA model. (C) 2001 Elsevier Science B.V. All rights reserved. | en_US |
dc.language.iso | en_US | en_US |
dc.subject | ARIMA | en_US |
dc.subject | foreign exchange market | en_US |
dc.subject | fuzzy regression | en_US |
dc.subject | fuzzy ARIMA | en_US |
dc.subject | time series | en_US |
dc.title | Fuzzy ARIMA model for forecasting the foreign exchange market | en_US |
dc.type | Article | en_US |
dc.identifier.doi | 10.1016/S0165-0114(98)00286-3 | en_US |
dc.identifier.journal | FUZZY SETS AND SYSTEMS | en_US |
dc.citation.volume | 118 | en_US |
dc.citation.issue | 1 | en_US |
dc.citation.spage | 9 | en_US |
dc.citation.epage | 19 | en_US |
dc.contributor.department | 管理學院 | zh_TW |
dc.contributor.department | College of Management | en_US |
dc.identifier.wosnumber | WOS:000166268000002 | - |
dc.citation.woscount | 65 | - |
顯示於類別: | 期刊論文 |