模糊归纳建模方法在预测问题中的研究

2018 IEEE 13th International Scientific and Technical Conference on Computer Sciences and Information Technologies (CSIT) Pub Date : 2018-09-01 DOI:10.5772/INTECHOPEN.86348

Y. Zaychenko

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引用次数: 0

摘要

本文主要研究模糊归纳建模方法在金融领域预测问题中的应用。描述了不确定情况下GMDH的泛化——模糊GMDH新方法，该方法可以几乎自动地构建模糊模型。研究了模糊GMDH算法。考虑了FGMDH模糊模型的自适应问题，并给出了相应的自适应算法。对建议的FGMDH进行了实验研究。

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Investigation of Fuzzy Inductive Modeling Method in Forecasting Problems

This paper is devoted to the investigation and application of fuzzy inductive modeling method in problems of forecasting in the financial sphere. The generalization of GMDH in case of uncertainty - new method fuzzy GMDH is described which enables to construct fuzzy models almost automatically. The algorithm of fuzzy GMDH is considered. The problem of adaptation of fuzzy models obtained by FGMDH is considered and the corresponding adaptation algorithm is described. The experimental investigations of the suggested FGMDH were carried out.

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2018 IEEE 13th International Scientific and Technical Conference on Computer Sciences and Information Technologies (CSIT)

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