Fuzzy time series forecasting method based on hesitant fuzzy sets

作者：

Highlights：

• We propose a fuzzy time series forecasting method using hesitant fuzzy sets.

• An aggregation operator is also proposed to aggregate hesitant fuzzy elements.

• Hesitancy is introduced by using multiple fuzzification methods.

• University of Alabama enrollments and SBI share prices are forecasted.

• Performance of method is measured in terms of MSE and AFER.

摘要

•We propose a fuzzy time series forecasting method using hesitant fuzzy sets.•An aggregation operator is also proposed to aggregate hesitant fuzzy elements.•Hesitancy is introduced by using multiple fuzzification methods.•University of Alabama enrollments and SBI share prices are forecasted.•Performance of method is measured in terms of MSE and AFER.

论文关键词：Fuzzy time series,Hesitant fuzzy set,Aggregation operator,Fuzzy logical relation,Time invariant,Forecasting

论文评审过程：Received 25 March 2016, Revised 29 July 2016, Accepted 30 July 2016, Available online 3 August 2016, Version of Record 10 August 2016.

论文官网地址：https://doi.org/10.1016/j.eswa.2016.07.044