Optimal determination of hidden Markov model parameters for fuzzy time series forecasting

Optimal determination of hidden Markov model parameters for fuzzy time series forecasting

This paper presents Fuzzy Time Series (FTS) forecasting technique using Hidden Markov Model (HMM) optimized by Particle Swarm Optimization (PSO) and Genetic algorithm (GA). One of the major limitations of HMM is the lack of efficient method for HMM parameter estimation. Traditional methods like Baum...

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Bibliographic Details
Main Authors: Ahmed T. Salawudeen, Muhammed B. Mu'azu, Emmanuel A. Adedokun, Bashir A. Baba
Format: Article
Language:English
Published: Elsevier 2022-07-01
Series:Scientific African
Subjects:
HMM
Fuzzy Time Series
Monte Carlo Simulation
Baum Welch Algorithm
Genetic Algorithm
Particle Swarm Optimization
Online Access:http://www.sciencedirect.com/science/article/pii/S2468227622000825

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http://www.sciencedirect.com/science/article/pii/S2468227622000825

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