TY  - JOUR
IS  - 3
JF  - International Journal of Computer Information Systems
PB  - Silicon Valley Publishers
EP  - 23
ID  - eprints1640
N2  - Abstract?In this paper we present, propose and examine
additional membership functions as also we propose least squares with genetic algorithms optimization in order to find the optimum fuzzy membership functions parameters. More
specifically, we present the tangent hyperbolic, Gaussian and Generalized bell functions. The reason we propose that is because Smoothing Transition Autoregressive (STAR) models follow fuzzy logic approach therefore more functions should be tested. Some numerical applications for S&P 500, FTSE 100 stock returns and for unemployment rate are presented and MATLAB routines are provided
SN  - 2229-5208
KW  - Genetic Algorithms; MATLAB; Membership Functions; Smoothing Transition Autoregressive
Y1  - 2011/03//
UR  - http://www.svpublishers.co.uk/#/ijcis-mar-2011/4550826231
A1  - Giovanis, Eleftherios
VL  - 2
SP  - 17
TI  - Ordinary Least Squares and Genetic Algorithms Optimization in Smoothing Transition Autoregressive (STAR) Models
AV  - none
ER  -