Type: | Article |
Title: | A Three-Stage Nonparametric Kernel-Based Time Series Model Based on Fuzzy Data |
Authors: | Hesamian, Gholamreza Johannssen, Arne Chukhrova, Nataliya |
Issue Date: | 21-Jun-2023 |
Keywords: | fuzzy regression; fuzzy time series model; nonparametric time series analysis; time series analysis |
Abstract: | In this paper, a nonlinear time series model is developed for the case when the underlying time series data are reported by 𝐿𝑅 fuzzy numbers. To this end, we present a three-stage nonparametric kernel-based estimation procedure for the center as well as the left and right spreads of the unknown nonlinear fuzzy smooth function. In each stage, the nonparametric Nadaraya–Watson estimator is used t... |
Subject Class (DDC): | 500: Naturwissenschaften |
HCU-Faculty: | Hydrographie und Geodäsie |
Journal or Series Name: | Mathematics |
Volume: | 11 |
Issue: | 13 |
Publisher: | MDPI |
ISSN: | 2227-7390 |
Publisher DOI: | 10.3390/math11132800 |
URN (Citation Link): | urn:nbn:de:gbv:1373-repos-11632 |
Directlink: | https://repos.hcu-hamburg.de/handle/hcu/906 |
Language: | English |
Creative Commons License: | https://creativecommons.org/licenses/by/4.0/ |
Appears in Collection | Publikationen (mit Volltext) |
Files in This Item:
File | Description | Size | Format | |
---|---|---|---|---|
mathematics-11-02800.pdf | 1.38 MB | Adobe PDF | View/Open |
Export
This item is licensed under a Creative Commons License