A fuzzy time series forecasting method induced by intuitionistic fuzzy sets

作     者：Sanjay Kumar Sukhdev Singh Gangwar 

作者机构：G.B.Pant University and Agriculture and Technology PantnagarUttarakhandIndia 

出 版 物：《International Journal of Modeling, Simulation, and Scientific Computing》 (建模、仿真和科学计算国际期刊（英文）)

年 卷 期：2015年第6卷第4期

页      面：130-152页

核心收录：

学科分类：07[理学] 0701[理学-数学] 0812[工学-计算机科学与技术（可授工学、理学学位）] 

主　　题：Fuzzy time series intuitionistic fuzzy sets nondeterminacy induced fuzzy set data models. 

摘      要：Intuitionistic fuzzy sets(IFSs)are well established as a tool to handle the hesitation in the decision system.In this research paper,fuzzy sets induced by IFS are used to develop a fuzzy time series forecasting model to incorporate degree of hesitation(nondeterminacy).To improve the forecasting accuracy,induced fuzzy sets are used to establish fuzzy logical relations.To verify the performance of the proposed model,it is implemented on one of the benchmarking time series data.Further,developed forecasting method is also tested and validated by applying it on a financial time series data.In order to show the accuracy in forecasting,the method is compared with other forecasting methods using different error measures.