1
Research Article
Vol. 8, Issue 2
MULTIPLE MONTE CARLO SIMULATED HIDDEN MARKOV MODEL FOR FUZZY TIME SERIES FORECASTING
This paper presents a Monte Carlo based Hidden Markov Model (HMM) for fuzzy timeseries forecasting. To make the nature of conjecture and randomness of forecasting morerealistic, the Monte Carlo method with different simulation size is adopted to estimate theforecasting outcome. To address the insufficiency in data associated with the HMM model,we a...
