E-4-2 Fuzzy Autocorrelation Model and Fuzzy Random Variables

Abstract

Management systems and economic systems are complex because they are involving human behaviors and are affected by many factors. When a system includes uncertainty such as those concerning human behaviors, a fuzzy system approach plays a pivotal role in its analysis. Therefore, many results concerning with their works have been reported. Yabuuchi et al. has proposed a fuzzy autocorrelation model which is using the concept of a soft computing for the Box-Jenkins model. Moreover, fuzzy random variables have been used into the fuzzy autocorrelation model and a predictive accuracy of the model improved. In this work, an improved fuzzy autocorrelation model by using fuzzy random variables will be compared with a fuzzy autocorrelation model by Japanese national consumer price index.