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- W2401315093 abstract "Economic analyses are typical methods based on timeseries data or cross-section data. Economic systems are complex because they involve human behaviors and are affected by many factors. When a system includes such uncertainty, as those concerning human behaviors, a fuzzy system approach plays a pivotal role in such analysis. In this paper, we propose a fuzzy autocorrelation model with confidence intervals of fuzzy random timeseries data. These confidence intervals play an essential role in dealing with fuzzy random data on the fuzzy autocorrelation model that we have presented. We analyze tick-by-tick data of stock transactions and compare two time-series models, a fuzzy autocorrelation model proposed by us, and a new fuzzy time-series model that we propose in this paper." @default.
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- W2401315093 date "2014-03-20" @default.
- W2401315093 modified "2023-09-27" @default.
- W2401315093 title "Fuzzy Autocorrelation Model with Confidence Intervals of Fuzzy Random Data" @default.
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- W2401315093 doi "https://doi.org/10.20965/jaciii.2014.p0197" @default.
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