高阶循环直觉模糊时间序列预测方法:股票变动指数的应用

IF 2 3区 数学 Q1 MATHEMATICS
Shahzaib Ashraf, Muhammad Sohail, Muhammad Shakir Chohan, Siriluk Paokanta, Choonkil Park
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引用次数: 0

摘要

摘要 本文提出了一种预测股票变动指数的高阶循环直觉模糊时间序列预测方法,证明该方法比传统的时间序列预测方法有所改进。该方法基于循环直觉模糊集理论的原理。它使用正负成员值和圆形半径来处理数据中的不确定性和不精确性。同时还考虑了时间序列的圆周性,从而得出更准确、更稳健的预测。与之前的方法相比,该方法的高阶预测能力提供了更全面的预测。在使用我们文章中的案例研究金额来预测评级的未来价值时,我们面临的主要挑战之一是股票市场指数的影响。通过严格的实验以及与传统时间序列预测方法的比较,研究结果表明所提出的高阶循环直觉模糊时间序列预测方法是预测股票变化指数的一种优越方法。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Higher-order circular intuitionistic fuzzy time series forecasting methodology: Application of stock change index
Abstract This article presents a higher-order circular intuitionistic fuzzy time series forecasting method for predicting the stock change index, which is shown to be an improvement over traditional time series forecasting methods. The method is based on the principles of circular intuitionistic fuzzy set theory. It uses both positive and negative membership values and a circular radius to handle uncertainty and imprecision in the data. The circularity of the time series is also taken into consideration, leading to more accurate and robust forecasts. The higher-order forecasting capability of this method provides more comprehensive predictions compared to previous methods. One of the key challenges we face when using the amount featured as a case study in our article to project the future value of ratings is the influence of the stock market index. Through rigorous experiments and comparison with traditional time series forecasting methods, the results of the study demonstrate that the proposed higher-order circular intuitionistic fuzzy time series forecasting method is a superior approach for predicting the stock change index.
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来源期刊
CiteScore
2.40
自引率
5.00%
发文量
37
审稿时长
35 weeks
期刊介绍: Demonstratio Mathematica publishes original and significant research on topics related to functional analysis and approximation theory. Please note that submissions related to other areas of mathematical research will no longer be accepted by the journal. The potential topics include (but are not limited to): -Approximation theory and iteration methods- Fixed point theory and methods of computing fixed points- Functional, ordinary and partial differential equations- Nonsmooth analysis, variational analysis and convex analysis- Optimization theory, variational inequalities and complementarity problems- For more detailed list of the potential topics please refer to Instruction for Authors. The journal considers submissions of different types of articles. "Research Articles" are focused on fundamental theoretical aspects, as well as on significant applications in science, engineering etc. “Rapid Communications” are intended to present information of exceptional novelty and exciting results of significant interest to the readers. “Review articles” and “Commentaries”, which present the existing literature on the specific topic from new perspectives, are welcome as well.
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