Multi-attribute Fuzzy Time Series Based on Adaptive Expectation Model

Time-series models have been used to make reasonably accurate predictions in the areas of weather forecasting, academic enrolment and stock price etc...This paper propose a multiple attribute fuzzy time series based on adaptive expectation model, which incorporates trend-weighting and adaptive expectation model into the fuzzy time-series models advanced by Chen's and Yu 's method. In verification, using actual trading data of Taiwan Stock Index (TAIEX), we evaluate the accuracy of our approach, and compare our proposed method with Chen's, Yu's and Cheng's methods.