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Moving average modeling based on α-value of fuzzy random variables
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Samira Taheri *    , Mohammad Ghasem Akbari , Gholamreza Hesamian |
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Abstract: (1550 Views) |
In this paper, based on the concept of $alpha$-values of fuzzy random variables, the fuzzy moving average model of order $q$ is introduced. In this regard, first, the definitions of variance, covariance, and correlation coefficient between fuzzy random variables are presented, and their properties are investigated. In the following, while introducing the fuzzy moving average model of order $q$, this model's autocovariance and autocorrelation functions are calculated. Finally, some examples are presented for the obtained results. |
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| Keywords: α-value, Fuzzy random variable, Variance, Fuzzy error, Fuzzy moving average. |
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Full-Text [PDF 588 kb]
(561 Downloads)
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Type of Study: Applied |
Subject:
Fuzzy Statistics
Received: 2023/09/18 | Accepted: 2024/08/31 | Published: 2024/06/4
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