Higher-order circular intuitionistic fuzzy time series forecasting methodology: application of stock change index. (English) Zbl 07794651
Summary: This article presents a higher-order circular intuitionistic fuzzy time series forecasting method for predicting the stock change index, which is shown to be an improvement over traditional time series forecasting methods. The method is based on the principles of circular intuitionistic fuzzy set theory. It uses both positive and negative membership values and a circular radius to handle uncertainty and imprecision in the data. The circularity of the time series is also taken into consideration, leading to more accurate and robust forecasts. The higher-order forecasting capability of this method provides more comprehensive predictions compared to previous methods. One of the key challenges we face when using the amount featured as a case study in our article to project the future value of ratings is the influence of the stock market index. Through rigorous experiments and comparison with traditional time series forecasting methods, the results of the study demonstrate that the proposed higher-order circular intuitionistic fuzzy time series forecasting method is a superior approach for predicting the stock change index.
MSC:
| 62M86 | Inference from stochastic processes and fuzziness |
| 91-XX | Game theory, economics, finance, and other social and behavioral sciences |
Keywords:
fuzzy set; circular intuitionistic fuzzy sets; score function; higher-order time series forecastingReferences:
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