The Fuzzy Group Method of Data Handling with Fuzzy Input Variables. Zaychenko Yu. IWIM, Prague, 2007.

 Article (in pdf)

Abstract. The problem of constructing forecasting models with incomplete and fuzzy input data is considered in this paper. For its solution Fuzzy Group Methods of Data Handing (FGMDH) with fuzzy inputs is suggested. The method enables to construct a forecasting fuzzy model using experimental data which are not distinct.

The method was implemented as software kit and experimental investigations of were carried out in the problem forecasting stock-prices at the Russian stock-exchange. The comparison of the suggested method with known methods: GMDH and fuzzy GMDH is also presented.

Keywords. Group method of Data Handling, fuzzy, economic indexes, forecasting

References.

1. Zaychenko Yu. “The Fuzzy Group Method of Data Handling and Its Application for Economical Processes Forecasting” - Scientific Inquiry, - Vol. 7, No.1, June, 2006 - p.83-96.
2. Zaychenko Yu. “Fuzzy method of inductive modeling in problems of macroeconomic indexes forecasting.” System researches and informational technologies, N3 of 2003, p. 25-45.
3. Zaychenko Yu. P., and Zayetz I.O. “The synthesis and adaptation of fuzzy forecasting model based of self-organization method. Science News of NTUU “KPI”, N2 of 2001.
4. Zaychenko Yu. P., Zayetz I.O., O.V. Kamotsky, O.V. Pavlyuk. Research of different kinds of membership functions of fuzzy forecasting models parameters in fuzzy group method of data handling. USiM, 2003, N2, p.56-67.
5. Zaychenko Yu. P. and Zayetz I.O. Comparative analysis of GMDH algorithms using different method of single-step adaptation of coefficients. The NTUU Herald.