A note on autoregressive models with fuzzy random variables
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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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