Time-Series Prediction and Applications A Machine Intelligence Approach

Amit Konar, Diptendu Bhattacharya, "Time-Series Prediction and Applications: A Machine Intelligence Approach"
English | 2017 | pages: 255 | ISBN: 3319545965 | PDF | 5,1 mb
This book presents machine learning and type-2 fuzzy sets for the prediction of time-series with a particular focus on business forecasting applications. It also proposes new uncertainty management techniques in an economic time-series using type-2 fuzzy sets for prediction of the time-series at a given time point from its preceding value in fluctuating business environments. It employs machine learning to determine repetitively occurring similar structural patterns in the time-series and uses stochastic automaton to predict the most probabilistic structure at a given partition of the time-series. Such predictions help in determining probabilistic moves in a stock index time-series