{"id":"https://openalex.org/W1828120854","doi":"https://doi.org/10.3233/ifs-130775","title":"Fuzzy artificial neural network (p, d, q) model for incomplete financial time series forecasting","display_name":"Fuzzy artificial neural network (p, d, q) model for incomplete financial time series forecasting","publication_year":2014,"publication_date":"2014-01-01","ids":{"openalex":"https://openalex.org/W1828120854","doi":"https://doi.org/10.3233/ifs-130775","mag":"1828120854"},"language":"en","primary_location":{"id":"doi:10.3233/ifs-130775","is_oa":false,"landing_page_url":"https://doi.org/10.3233/ifs-130775","pdf_url":null,"source":{"id":"https://openalex.org/S179157397","display_name":"Journal of Intelligent & Fuzzy Systems","issn_l":"1064-1246","issn":["1064-1246","1875-8967"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310318577","host_organization_name":"IOS Press","host_organization_lineage":["https://openalex.org/P4310318577"],"host_organization_lineage_names":["IOS Press"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Intelligent & Fuzzy Systems","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5102741762","display_name":"Mehdi Khashei","orcid":"https://orcid.org/0000-0003-2047-1507"},"institutions":[{"id":"https://openalex.org/I170013655","display_name":"Isfahan University of Technology","ror":"https://ror.org/00af3sa43","country_code":"IR","type":"education","lineage":["https://openalex.org/I170013655"]}],"countries":["IR"],"is_corresponding":true,"raw_author_name":"Mehdi Khashei","raw_affiliation_strings":["Department of Industrial Engineering, Isfahan University of Technology, Isfahan, Iran","(Department of Industrial Engineering, Isfahan University of Technology, Isfahan, Iran)"],"affiliations":[{"raw_affiliation_string":"Department of Industrial Engineering, Isfahan University of Technology, Isfahan, Iran","institution_ids":["https://openalex.org/I170013655"]},{"raw_affiliation_string":"(Department of Industrial Engineering, Isfahan University of Technology, Isfahan, Iran)","institution_ids":["https://openalex.org/I170013655"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5113815349","display_name":"Mehdi Bijari","orcid":null},"institutions":[{"id":"https://openalex.org/I170013655","display_name":"Isfahan University of Technology","ror":"https://ror.org/00af3sa43","country_code":"IR","type":"education","lineage":["https://openalex.org/I170013655"]}],"countries":["IR"],"is_corresponding":false,"raw_author_name":"Mehdi Bijari","raw_affiliation_strings":["Department of Industrial Engineering, Isfahan University of Technology, Isfahan, Iran","(Department of Industrial Engineering, Isfahan University of Technology, Isfahan, Iran)"],"affiliations":[{"raw_affiliation_string":"Department of Industrial Engineering, Isfahan University of Technology, Isfahan, Iran","institution_ids":["https://openalex.org/I170013655"]},{"raw_affiliation_string":"(Department of Industrial Engineering, Isfahan University of Technology, Isfahan, Iran)","institution_ids":["https://openalex.org/I170013655"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5102741762"],"corresponding_institution_ids":["https://openalex.org/I170013655"],"apc_list":null,"apc_paid":null,"fwci":5.2756,"has_fulltext":false,"cited_by_count":46,"citation_normalized_percentile":{"value":0.95171098,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":89,"max":99},"biblio":{"volume":"26","issue":"2","first_page":"831","last_page":"845"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9994999766349792,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9994999766349792,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10820","display_name":"Fuzzy Logic and Control Systems","score":0.9904000163078308,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10320","display_name":"Neural Networks and Applications","score":0.9789000153541565,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/artificial-neural-network","display_name":"Artificial neural network","score":0.7551548480987549},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.5747735500335693},{"id":"https://openalex.org/keywords/series","display_name":"Series (stratigraphy)","score":0.5679721832275391},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.5488969087600708},{"id":"https://openalex.org/keywords/fuzzy-logic","display_name":"Fuzzy logic","score":0.47876134514808655},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.45836764574050903},{"id":"https://openalex.org/keywords/time-series","display_name":"Time series","score":0.45726972818374634},{"id":"https://openalex.org/keywords/machine-learning","display_name":"Machine learning","score":0.3895072937011719},{"id":"https://openalex.org/keywords/data-mining","display_name":"Data mining","score":0.3212347626686096},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.16364240646362305},{"id":"https://openalex.org/keywords/geology","display_name":"Geology","score":0.055325478315353394}],"concepts":[{"id":"https://openalex.org/C50644808","wikidata":"https://www.wikidata.org/wiki/Q192776","display_name":"Artificial neural network","level":2,"score":0.7551548480987549},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.5747735500335693},{"id":"https://openalex.org/C143724316","wikidata":"https://www.wikidata.org/wiki/Q312468","display_name":"Series (stratigraphy)","level":2,"score":0.5679721832275391},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.5488969087600708},{"id":"https://openalex.org/C58166","wikidata":"https://www.wikidata.org/wiki/Q224821","display_name":"Fuzzy logic","level":2,"score":0.47876134514808655},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.45836764574050903},{"id":"https://openalex.org/C151406439","wikidata":"https://www.wikidata.org/wiki/Q186588","display_name":"Time series","level":2,"score":0.45726972818374634},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.3895072937011719},{"id":"https://openalex.org/C124101348","wikidata":"https://www.wikidata.org/wiki/Q172491","display_name":"Data mining","level":1,"score":0.3212347626686096},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.16364240646362305},{"id":"https://openalex.org/C127313418","wikidata":"https://www.wikidata.org/wiki/Q1069","display_name":"Geology","level":0,"score":0.055325478315353394},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.3233/ifs-130775","is_oa":false,"landing_page_url":"https://doi.org/10.3233/ifs-130775","pdf_url":null,"source":{"id":"https://openalex.org/S179157397","display_name":"Journal of Intelligent & Fuzzy Systems","issn_l":"1064-1246","issn":["1064-1246","1875-8967"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310318577","host_organization_name":"IOS Press","host_organization_lineage":["https://openalex.org/P4310318577"],"host_organization_lineage_names":["IOS Press"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Intelligent & Fuzzy Systems","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":79,"referenced_works":["https://openalex.org/W424268064","https://openalex.org/W1586335931","https://openalex.org/W1947426542","https://openalex.org/W1963875752","https://openalex.org/W1965806369","https://openalex.org/W1968475341","https://openalex.org/W1969574035","https://openalex.org/W1971869067","https://openalex.org/W1976611654","https://openalex.org/W1976676498","https://openalex.org/W1980067289","https://openalex.org/W1980933792","https://openalex.org/W1982832202","https://openalex.org/W1984755515","https://openalex.org/W1986078433","https://openalex.org/W1986528915","https://openalex.org/W1987916558","https://openalex.org/W1988828407","https://openalex.org/W1991001067","https://openalex.org/W1992096620","https://openalex.org/W1993503008","https://openalex.org/W2000765441","https://openalex.org/W2001797389","https://openalex.org/W2003329977","https://openalex.org/W2003466743","https://openalex.org/W2004157188","https://openalex.org/W2007342636","https://openalex.org/W2008151606","https://openalex.org/W2016388131","https://openalex.org/W2017954768","https://openalex.org/W2019207321","https://openalex.org/W2019624538","https://openalex.org/W2020835139","https://openalex.org/W2028068740","https://openalex.org/W2029126090","https://openalex.org/W2036950209","https://openalex.org/W2041723679","https://openalex.org/W2042792535","https://openalex.org/W2045857331","https://openalex.org/W2052946472","https://openalex.org/W2057482964","https://openalex.org/W2067836327","https://openalex.org/W2070181657","https://openalex.org/W2073178078","https://openalex.org/W2077362638","https://openalex.org/W2081633203","https://openalex.org/W2083422648","https://openalex.org/W2085444045","https://openalex.org/W2085692898","https://openalex.org/W2085752583","https://openalex.org/W2086574870","https://openalex.org/W2090049808","https://openalex.org/W2091010684","https://openalex.org/W2091967219","https://openalex.org/W2092436092","https://openalex.org/W2092624117","https://openalex.org/W2112549957","https://openalex.org/W2117014758","https://openalex.org/W2123513648","https://openalex.org/W2127842029","https://openalex.org/W2131453387","https://openalex.org/W2137525015","https://openalex.org/W2149159862","https://openalex.org/W2149320615","https://openalex.org/W2151584114","https://openalex.org/W2154326182","https://openalex.org/W2157041604","https://openalex.org/W2157850792","https://openalex.org/W2167477261","https://openalex.org/W2168577773","https://openalex.org/W2171234954","https://openalex.org/W2171786406","https://openalex.org/W2313953460","https://openalex.org/W2334014378","https://openalex.org/W2598771954","https://openalex.org/W3121155932","https://openalex.org/W3125462345","https://openalex.org/W4239414618","https://openalex.org/W4285719527"],"related_works":["https://openalex.org/W1919101720","https://openalex.org/W96888382","https://openalex.org/W4386126592","https://openalex.org/W4246257243","https://openalex.org/W2622688551","https://openalex.org/W2119012848","https://openalex.org/W3146111732","https://openalex.org/W1990205660","https://openalex.org/W1550175370","https://openalex.org/W4387331850"],"abstract_inverted_index":{"Improving":[0],"forecasting":[1,5,165,242],"especially":[2,39,238],"time":[3,104,163],"series":[4,105,164],"accuracy":[6],"is":[7,160,196,221],"an":[8,30],"important":[9],"yet":[10],"often":[11],"difficult":[12],"task":[13],"facing":[14],"forecasters.":[15],"Both":[16],"theoretical":[17],"and":[18,61,73,87,116,132,137,179,193,204,218,258,260,263],"empirical":[19],"findings":[20],"have":[21,55,94,99,119],"indicated":[22],"that":[23,76,91,98,122,244],"integration":[24],"of":[25,33,70,144,189,214,229,235],"different":[26],"models":[27,42,72,89,93,118,139,195,220,265],"can":[28],"be":[29],"effective":[31],"way":[32],"improving":[34],"upon":[35],"their":[36,101,125],"predictive":[37],"performance,":[38],"when":[40],"the":[41,44,50,68,113,128,134,183,199,202,208,211,227,230],"in":[43,64,84,147,266],"hybridization":[45],"are":[46,77],"quite":[47],"different.":[48],"In":[49,153,182,207],"literature,":[51],"several":[52],"hybrid":[53,85,114,135,158,191,216,256],"techniques":[54],"been":[56],"proposed":[57,161,184,209,245],"by":[58,166],"combining":[59,167],"linear":[60,86,115,136,168,192,203,217,257],"nonlinear":[62,88,117,138,174,194,205,219],"models,":[63],"order":[65,148],"to":[66,149],"overcome":[67],"deficiencies":[69],"single":[71],"yield":[74],"results":[75,234],"more":[78],"accurate.":[79],"However,":[80],"recent":[81],"research":[82],"activities":[83],"indicate":[90,243],"these":[92],"two":[95,108],"basic":[96,109],"limitations":[97,110],"decreased":[100],"popularity":[102],"for":[103,162,198],"forecasting.":[106],"These":[107],"are:":[111],"(a)":[112],"some":[120],"assumptions":[121],"will":[123],"degenerate":[124],"performance":[126],"if":[127],"opposite":[129],"situations":[130],"occur,":[131],"(b)":[133],"require":[140],"a":[141,156],"large":[142],"amount":[143],"historical":[145],"data":[146,212,268],"produce":[150],"accurate":[151],"results.":[152],"this":[154],"paper,":[155],"novel":[157],"model":[159,210,246],"autoregressive":[169],"integrated":[170],"moving":[171],"average":[172],"(ARIMA),":[173],"artificial":[175],"neural":[176],"networks":[177],"(ANNs),":[178],"fuzzy":[180,231,262],"models.":[181,232],"model,":[185],"no":[186],"prior":[187],"assumption":[188],"traditional":[190,215,255],"considered":[197],"relationship":[200],"between":[201],"components.":[206],"limitation":[213],"also":[222],"lifted":[223],"through":[224],"investing":[225],"on":[226],"advantages":[228],"Empirical":[233],"financial":[236],"markets,":[237],"exchange":[239],"rate":[240],"market,":[241],"performs":[247],"significantly":[248],"better":[249],"than":[250],"its":[251],"components":[252],"used":[253],"separately,":[254],"nonlinear,":[259],"other":[261],"nonfuzzy":[264],"incomplete":[267],"situations.":[269]},"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2025,"cited_by_count":3},{"year":2023,"cited_by_count":9},{"year":2022,"cited_by_count":8},{"year":2021,"cited_by_count":1},{"year":2020,"cited_by_count":5},{"year":2019,"cited_by_count":2},{"year":2018,"cited_by_count":3},{"year":2017,"cited_by_count":4},{"year":2016,"cited_by_count":1},{"year":2015,"cited_by_count":6},{"year":2014,"cited_by_count":2},{"year":2013,"cited_by_count":1}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}