Full metadata record
DC Field | Value | Language |
---|---|---|
dc.contributor.author | 정혜영 | - |
dc.date.accessioned | 2020-02-14T01:55:30Z | - |
dc.date.available | 2020-02-14T01:55:30Z | - |
dc.date.issued | 2019-08 | - |
dc.identifier.citation | International Journal of Approximate Reasoning, v. 114, Page. 99-114 | en_US |
dc.identifier.issn | 0888-613X | - |
dc.identifier.uri | https://www.sciencedirect.com/science/article/pii/S0888613X18306248 | - |
dc.identifier.uri | https://repository.hanyang.ac.kr/handle/20.500.11754/125309 | - |
dc.description.abstract | For linear time series models, the asymptotic properties of least squares estimation are known. An analogous result for the stationary time series with non-precise data is considered in this paper. The least squares estimation for the general autoregressive model with fuzzy data is investigated with a suitable fuzzy metric. The fuzzy-type least squares approach is defined, and analogues of the conventional normal equations and fuzzy least squares estimators (FLSEs) are also derived. A numerical example for computing FLSEs and forecasting the future values of fuzzy series is given with the financial data. Asymptotic normality and consistency are established for the FLSEs. A confidence region based on a class of FLSEs is constructed. The asymptotic relative efficiency of FLSEs with respect to the crisp least squares estimators is provided. Some simulation results are also presented to illustrate the small sample behavior of FLSEs. | en_US |
dc.description.sponsorship | This work was supported by the National Research Foundation of Korea (NRF) grant funded by the Korea government (MSIT) (No. 2019R1I1A1A010468). | en_US |
dc.language.iso | en_US | en_US |
dc.publisher | Elsevier Inc. | en_US |
dc.subject | Fuzzy time series | en_US |
dc.subject | Fuzzy autoregressive model | en_US |
dc.subject | Fuzzy least squares estimation | en_US |
dc.subject | Normality | en_US |
dc.subject | Consistency | en_US |
dc.subject | Asymptotic relative efficiency | en_US |
dc.title | Statistical inference for time series with non-precise data. | en_US |
dc.type | Article | en_US |
dc.identifier.doi | 10.1016/j.ijar.2019.08.002 | - |
dc.relation.journal | INTERNATIONAL JOURNAL OF APPROXIMATE REASONING | - |
dc.contributor.googleauthor | Lee, Woo-Joo | - |
dc.contributor.googleauthor | Jung, Hye-Young | - |
dc.relation.code | 2019001540 | - |
dc.sector.campus | E | - |
dc.sector.daehak | COLLEGE OF SCIENCE AND CONVERGENCE TECHNOLOGY[E] | - |
dc.sector.department | DEPARTMENT OF APPLIED MATHEMATICS | - |
dc.identifier.pid | hyjunglove | - |
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