Proceedings of the Korean Statistical Society Conference (한국통계학회:학술대회논문집)

The Korean Statistical Society (한국통계학회)
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Estimation of Parameters in Fuzzy Time Series Model with Triangular Fuzzy Numbers

  • Shon Eun Hee (Graduate Course in Department of Statistics, Pusan National University) ;
  • Sohn Keon Tae (Department Statistics, Pusan National University)
  • Published : 2000.11.01
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Abstract

Using the fuzzified coefficients, ARMA processes can be extended to fuzzy time series model. In this paper, the estimation of parameters in the fuzzy time series model with asymmetric triangular fuzzy coefficients is studied. Nonlinear programming is applied to get solutions of parameters.

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