한국통계학회:학술대회논문집 (Proceedings of the Korean Statistical Society Conference)
- 한국통계학회 2000년도 추계학술발표회 논문집
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- Pages.267-269
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- 2000
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)
- 발행 : 2000.11.01
초록
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.