This study investigates how specification of return distribution for REIT influences the performance of volatility forecasting using three GARCH models (GARCH-N, GARCH-ST and GARC...
This paper proposes a fuzzy seasonal ARIMA (FSARIMA) forecasting model, which combines the advantages of the seasonal time series ARIMA (SARIMA) model and the fuzzy regression mod...
— Probabilistic models were developed to provide predictive distributions of daily maximum surface level ozone concentrations. Five forecast models were compared at two stations ...
— This paper suggests a constructive fuzzy system modeling for time series prediction. The model proposed is based on Takagi-Sugeno system and it comprises two phases. First, a f...