Fuzzy Time Series Forecasting for RMB's Exchange Rate Based on FCM

被引：0

作者：

Zhao Qing-Jiang ^{[1
]}

Chi Kai ^{[2
]}

Fu Fang-Ping ^{[2
]}

Li Chao-Chao ^{[2
]}

Che Wen-Gang ^{[3
]}

机构：

[1] Kunming Univ, Dept Phys & Technol, Kunming 650031, Peoples R China

[2] Kunming Univ Sci & Technol Kunming, Sch Informat Engn & Automat, Kunming 650051, Peoples R China

[3] Key Lab Comp Technol & Applicat Yunnan Prov, Kunming 650051, Peoples R China

来源：

PROCEEDINGS OF THE 29TH CHINESE CONTROL CONFERENCE | 2010年

关键词：

GENETIC ALGORITHMS; ENROLLMENTS; INTERVALS; LENGTHS;

D O I：

暂无

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

Forecasting exchange rate is one of the most important research topics in financial time series field. In this paper, the author combine fuzzy time series model with fuzzy clustering method to predict the USD/CHY exchange rate. The empirical results show that this method can obviously obtain higher forecasting precision than some traditional ones.

引用

页码：5526 / 5529

页数：4

共 9 条

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