Abstract: The problem of forecasting models constructing using experimental data in terms of fuzziness, when input variables are not known exactly and determined as intervals of uncertainty is considered in this paper. The fuzzy group method of data handling is proposed to solve this problem. The mathematical model of the problem mentioned above is built and fuzzy GMDH with fuzzy inputs is elaborated in the paper. The corresponding program which uses the suggested algorithm was developed. The experimental investigations and comparison of FGMDH with neural nets in problems of stock prices forecasting were carried out and presented in this paper.

Keywords Group Method of Data Handling, fuzzy, economic indexes, stock prices, forecasting

ACM Classification Keywords: H.4.2 Information Systems Applications Types of Systems - Decision support

Link:

THE FUZZY GROUP METHOD OF DATA HANDLING WITH FUZZY INPUTS

Yuriy Zaychenko

http://www.foibg.com/ibs_isc/ibs-15/ibs-15-p28.pdf