Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 1

Fuzzy membership functions Related Publications

1 Proposal of Additional Fuzzy Membership Functions in Smoothing Transition Autoregressive Models

Authors: Ε. Giovanis

Abstract:

In this paper we present, propose and examine additional membership functions for the Smoothing Transition Autoregressive (STAR) models. More specifically, we present the tangent hyperbolic, Gaussian and Generalized bell functions. Because Smoothing Transition Autoregressive (STAR) models follow fuzzy logic approach, more fuzzy membership functions should be tested. Furthermore, fuzzy rules can be incorporated or other training or computational methods can be applied as the error backpropagation or genetic algorithm instead to nonlinear squares. We examine two macroeconomic variables of US economy, the inflation rate and the 6-monthly treasury bills interest rates.

Keywords: forecast, time-series, Fuzzy membership functions, Smoothingtransition

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1234