Citation
Sh. Kwon et M. Sugeno, Hierarchical autoregression using fuzzy measures, ELECTR LETT, 35(15), 1999, pp. 1286-1287
Citations number
7
Categorie Soggetti
Eletrical & Eletronics Engineeing
Journal title
ELECTRONICS LETTERS
ISSN journal
00135194
→ ACNP
Volume
35
Issue
15
Year of publication
1999
Pages
1286 - 1287
Database
ISI
SICI code
0013-5194(19990722)35:15<1286:HAUFM>2.0.ZU;2-7
Abstract
A hierarchical autoregressive model of time series using fuzzy measures and
the Choquet integral is presented. The fitting and forecasting quality of
the presented model is analysed by applying it to well-known time series da
ta (the sunspot series) and compared with the forecasting qualities of othe
r conventional models.