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Fuzzy Semiparametric Support Vector Regression for Seasonal Time Series Analysis
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  • Fuzzy Semiparametric Support Vector Regression for Seasonal Time Series Analysis
  • Fuzzy Semiparametric Support Vector Regression for Seasonal Time Series Analysis
저자명
Shim. Joo-Yong,Hwang. Chang-Ha,Hong. Dug-Hun
간행물명
한국통계학회 논문집
권/호정보
2009년|16권 2호|pp.335-348 (14 pages)
발행정보
한국통계학회
파일정보
정기간행물|ENG|
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이 논문은 한국과학기술정보연구원과 논문 연계를 통해 무료로 제공되는 원문입니다.
서지반출

기타언어초록

Fuzzy regression is used as a complement or an alternative to represent the relation between variables among the forecasting models especially when the data is insufficient to evaluate the relation. Such phenomenon often occurs in seasonal time series data which require large amount of data to describe the underlying pattern. Semiparametric model is useful tool in the case where domain knowledge exists about the function to be estimated or emphasis is put onto understandability of the model. In this paper we propose fuzzy semiparametric support vector regression so that it can provide good performance on forecasting of the seasonal time series by incorporating into fuzzy support vector regression the basis functions which indicate the seasonal variation of time series. In order to indicate the performance of this method, we present two examples of predicting the seasonal time series. Experimental results show that the proposed method is very attractive for the seasonal time series in fuzzy environments.