Abstract
A fuzzy autocorrelation model which we proposed is a fuzzy time-series model using a fuzzy autocorrelation coefficient. A fuzzy autocorrelation coefficient obtained by the fuzzy operation tends to increase its ambiguity. On the other hand, center values of fuzzy autocorrelation coefficients and predicted values by our model are coincided with AR model. Therefore, we can understand our model describes a possibility of a time-series system by the interval of our model. In addition this, our model is able to get describe the possibility with high accuracy. However, forecasted and predicted values of our model by using fuzzified stock prices were unnatural sometimes. In this paper, we will use fuzzy random variables to solve this problem. This is a fuzzy autocorrelation model with confidence intervals of fuzzy random data.
