Volume 24, Issue 1 (IJIEPM 2013)                   IJIEPM 2013, 24(1): 95-106 | Back to browse issues page

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Radmehr F, Shams Gharneh N. Forecasting Tehran’s Bourse price index (TEPIX) using high-order fuzzy time series and simulated annealing algorithm. IJIEPM. 2013; 24 (1) :95-106
URL: http://ijiepm.iust.ac.ir/article-1-551-en.html
Assistant Professor Amirkabir University of Technology , nshams@aut.ac.ir
Abstract:   (6085 Views)
During the recent years extensive researchs have been done on fuzzy time series. Since length of intervals affect the forecasting results in these models, doing research in this area became an interesting topic for time series researchers, there are some studies on this issue but their results are not good enough. In this study, we propose a novel simulated annealing heuristic algorithm is used to promote the accuracy of forecasting. The algorithm enjoys two new neighborhood search operators called “subtitle” and “adjust". A Taguchi method as an optimization technique is also employed to comprehensively tune different parameters and operators of proposed model. The experimental results show that proposed models (SAFTS( is more accurate than existing models on forecasting Alabama university enrollments. At the final step, Tehran bourse price index (TEPIX) was used as a case study for forecasting and results indicate a good forecasting performance on this problem.
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Type of Study: Research | Subject: Intelligent Systems
Received: 2011/04/26 | Accepted: 2013/06/17 | Published: 2013/06/17

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