This repository hosts Python implementations to several papers on Fuzzy Time Series Predictions. I am trying to separate "a paper a file" and will try to link each file with his correspondent paper either in the code or in this README. Most of the papers are under Science Direct or IEEE Xplore and, as such, fees may apply. If you wish to contribute and need these papers for educational use, you are free to ask.
Algorithms are refered to by the paper's author name, such as Chen, Lee et al., etc. They are usually tested against the classic Alabama enrollment time series, but plans are to extend it to more noisy data such as financial market time series.
##Algorithms
- Chen, S. M., "Forecasting enrollments based on fuzzy time series", Fuzzy Sets and Systems, Volume 81, Issue 3, 12 August 1996, Pages 311–319
- Lee, M. H., Ismail, Z. and Efendi, R. "Modified weighted for enrollment forecasting based on fuzzy time series", MATEMATIKA, 25 (1), 2009. pp. 67-78.
- Qiu W., Liu X., Li H., "A generalized method for forecasting based on fuzzy time series", Expert Systems with Applications, Volume 38, Issue 8, August 2011, Pages 10446–10453
- Lee L.-W. , Wang L.-H. , Chen S.-M. and Leu Y.-H., "Handling Forecasting Problems Based on Two-Factors High-Order Fuzzy Time Series", IEEE Transactions On Fuzzy Systems, Vol. 14, No. 3, June 2006, Pages 468-477
- Leu Y., Lee C.-P., Jou Y.-Z., "A distance-based fuzzy time series model for exchange rates forecasting", Expert Systems with Applications, Volume 36, Issue 4, May 2009, Pages 8107–8114
More to be added soon.
##Suggestions or improvements? Please let me know. If you know other algorithms, ways to optimize the code or more benchmarks to test the algorithms again, please contact me on altsiviero at gmail dot com. Also feel free to fork this repo at your will.