A Comparative Study of the Forecast Accuracy of Fuzzy and Time-Series Models
سال انتشار: 1394
نوع سند: مقاله کنفرانسی
زبان: انگلیسی
مشاهده: 552
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شناسه ملی سند علمی:
MRMEA03_161
تاریخ نمایه سازی: 6 بهمن 1395
چکیده مقاله:
Crude oil, as a political-economic product, plays a significant role in the world economy. Almost, all artifacts of human being are dependent on it in some processes from production to distribution from energy consumption to transportation. Proper policymaking of crude oil price based on scientific principles could provide the ground for economic growth. This paper deals with oil price forecast using fuzzy AR model. The results indicated that the accuracy of fuzzy AR method is considerably higher than ARMA method. Thus, it is recommended to use fuzzy AR method for increasing the reliability of precise forecast.
کلیدواژه ها:
نویسندگان
Salah Salimian
PhD Candidate of Orumieh University
Shahram Fattahi
Associate Professor of Razi University
Kiumars Shahbazi
Associate Professor of Orumieh University