摘要
时间序列建模及预测一直是学术研究和实际应用领域的研究热点。模糊逻辑系统可以将数据和语言两类信息以规则的形式表达出来,并转换为可以在计算机上运行的算法,在许多领域中得到了应用。利用MATLAB模糊推理系统的图形用户界面(GUI)设计的一型模糊逻辑系统可以解决很多实际问题。本文选取道.琼斯每日收盘的指数为数据,利用MATLAB工具设计一型模糊逻辑系统,研究道.琼斯指数的时间序列预测问题,并应用模糊逻辑工具箱对道.琼斯指数的时间序列预测问题进行仿真研究。研究结果表明,所设计的一型模糊逻辑系统应用于时间序列预测是有效的和可行的。
Time series modeling and prediction have been a hot research topic in the field of academic research and the practical application.Data and language can be expressed by the fuzzy logic system,in the form of rules.and can be converted into a computer algorithm.Therefore,the system has been applied in many areas.The use of MATLAB fuzzy inference system graphical user interface（GUI） to design a type-1 fuzzy logic system can solve a lot of practical problems.The Dow Jones index daily closing index was selected as the data,and a type-1 fuzzy logic system was designed by using MATLAB fuzzy logic toolbox to have researched and simulateed the Dow Jones index time series prediction problem.The research results show that the design of a type-1 fuzzy logic system applied to the time series forecasting is feasible and effective.
出处
《辽宁工业大学学报（自然科学版）》
2012年第5期336-340,共5页
Journal of Liaoning University of Technology(Natural Science Edition)
