A note on autoregressive models with fuzzy random variables
In this note, we propose some novel autoregressive models with fuzzy random variables, and by which the definitions and proofs for the AR(p) model given in a paper by Wang are improved. We also demonstrate some mistakes in an example of the AR sequence given in a paper by Feng et al. and correct these. Finally, a practical example on forecasting of the Hang Seng Index (HSI) is presented for an explanation of the proposed models.
KeywordsFuzzy random variables autoregressive models time series
AMS Subject Classification62F86 52A22
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