Hybrid Fuzzy Auto-Regressive Integrated Moving Average (FARIMAH) Model for Forecasting the Foreign Exchange Markets

Improving forecasting especially time series forecasting accuracy is an important yet often difficult task facing forecasters. Fuzzy autoregressive integrated moving average (FARIMA) models are the fuzzy improved version of the autoregressive integrated moving average (ARIMA) models, proposed in ord...

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Bibliographic Details
Main Authors: Mehdi Khashei, Farimah Mokhatab Rafiei, Mehdi Bijari
Format: Article
Language:English
Published: Atlantis Press 2013-09-01
Series:International Journal of Computational Intelligence Systems
Subjects:
Online Access:https://www.atlantis-press.com/article/25868433.pdf