این سایت در حال حاضر پشتیبانی نمی شود و امکان دارد داده های نشریات بروز نباشند
Iranian Journal of Fuzzy Systems، جلد ۱۹، شماره ۲، صفحات ۶۳-۸۱
عنوان فارسی
چکیده فارسی مقاله
کلیدواژه‌های فارسی مقاله
عنوان انگلیسی Fuzzy time series model using weighted least square estimation
چکیده انگلیسی مقاله The conventional fuzzy least-squares time series models show undesirable performance when the fuzzy data set involves the outliers. By introducing a strategy to detect the outliers, this paper introduced a method for reducing the influence of outliers on the future predictions. For this purpose, according to the weighted square distance error, an estimation procedure was suggested for determining the exact coefficients in the presence of outliers. The parameters of the fuzzy time series model were then estimated using an iterative algorithm. In order to identify the potential outliers of the fuzzy data, a quality control chart was employed based on the center of gravity criterion of fuzzy data. The defuzzification method was also employed to examine the performance of the proposed method via some scatter plots. Several common goodness-of-fit criteria used in traditional time series models were also extended to compare the performance of the proposed fuzzy time series method to an existing method. The effectiveness of the proposed method was illustrated through two numerical examples including a simulation study. The results clearly indicated that the proposed model performs well in terms of the both scatter plot criteria and goodness-of-fit evaluations in cases where the potential outliers exist among the fuzzy data.
کلیدواژه‌های انگلیسی مقاله Fuzzy semi-parametric time series, weight, kernel method, optimal bandwidth, Outliers, Control chart, goodness-of-fit measure
نویسندگان مقاله G. Hesamian |
Department of Statistics, Payame Noor University Tehran 19395-3697, Iran

M. G. Akbar |
Department of Statistics, University of Birjand, Birjand, Iran

نشانی اینترنتی https://ijfs.usb.ac.ir/article_6788_b7ad738fc712ce968a676d6919815c2e.pdf
فایل مقاله فایلی برای مقاله ذخیره نشده است
کد مقاله (doi)
زبان مقاله منتشر شده en
موضوعات مقاله منتشر شده
نوع مقاله منتشر شده
برگشت به: صفحه اول پایگاه   |   نسخه مرتبط   |   نشریه مرتبط   |   فهرست نشریات