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Autoregressive Modeling Based on the Support Function of Fuzzy Random Variables
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Hossein Mohammadi *    , Mohammad Ghasem Akbari , Gholamreza Hesamian |
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Abstract: (877 Views) |
| First, this article defines a meter between fuzzy numbers using the support function. Then, based on the support function, the concepts of variance, covariance, and correlation coefficient between fuzzy random variables are expressed, and their properties are investigated. Then, using the above concepts, the p-order fuzzy autoregressive model is introduced based on fuzzy random variables, and its properties are investigated. Finally, to explain the problem further, examples will be presented and compared with similar models using some goodness of fit criteria. |
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| Keywords: Support function, Fuzzy random variable, Fuzzy autoregressive. |
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Full-Text [PDF 342 kb]
(399 Downloads)
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Type of Study: Research |
Subject:
Fuzzy Statistics
Received: 2023/08/6 | Accepted: 2024/08/31 | Published: 2024/06/4
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