Forecasting comparison between two nonlinear models: fuzzy regression versus SETAR

References

• Bezbek , J. C. 1973 . Fuzzy Mathematics in Pattern Classification , Ithaca : PhD Thesis, Applied Mathematics Center, Cornell University .
   Google Scholar
• Bezbek , J. C. 1981 . Pattern Recognition with Fuzzy Objective Function Algorithms , New York : Plenum Press .
   Google Scholar
• Chen , J.-Y. and Giles , D. E. A. 2004 . Gender convergence in crime: evidence from canadian adult offence charge data . Journal of Criminal Justice , 32 : 593 – 606 .
   Web of Science ®Google Scholar
• Diebold , F. X. and Mariano , R. S. 1995 . Comparing predictive accuracy . Journal of Business and Economic Statistics , 1 ( 3 ) : 253 – 63 .
   Google Scholar
• Draeseke , R. and Giles , D. E. A. 2002 . Modelling the New Zealand underground economy using fuzzy logic techniques . Mathematics and Computers in Simulation , 59 : 115 – 23 .
   Web of Science ®Google Scholar
• Dunn , J. C. 1974 . Well separated clusters and optimal fuzzy partitions . Journal of Cybernetics , 4 : 95 – 104 .
   Google Scholar
• Dunn , J. C. 1977 . “ Indices of partition fuzziness and the detection of clusters in large data sets ” . In Fuzzy Automata and Decision Processes , Edited by: Gupta , M. and Seridis , G. New York : Elsevier .
   Google Scholar
• Feng , H. and Giles , D. E. A. 2009 . Bayesian fuzzy regression analysis and model selection: theory and evidence, Econometrics Working Paper EWP0903 , Victoria, BC : Department of Economics, University of Victoria .
   Google Scholar
• Feng , H. and Liu , J. 2003 . A SETAR model for Canadian GDP: non-linearities and forecast comparisons . Applied Economics , 18 : 1957 – 64 .
   Google Scholar
• Giles , D. E. A. 2005 . Output convergence and international trade: time-series and fuzzy clustering evidence for New Zealand and her trading partners, 1950–1992 . Journal of International Trade and Economic Development , 14 : 93 – 114 .
   Google Scholar
• Giles , D. E. A. and Draeseke , R. 2003 . “ Econometric modeling using fuzzy pattern recognition via the fuzzy c-means algorithm ” . In Computer Aided Econometrics , Edited by: Giles , D. E. A. 407 – 50 . New York : Marcel Dekker .
   Google Scholar
• Giles , D. E. A. and Feng , H. 2005 . Output and well-being in industrialized nations in the second half of the 20th century: testing for convergence using fuzzy clustering analysis . Structural Change & Economic Dynamics , 16 : 285 – 308 .
   Google Scholar
• Giles , D. E. A. and Mosk , C. A. 2003 . A long-run environmental Kuznets curve for enteric CH₄ emissions in New Zealand: a fuzzy regression analysis, Econometrics Working Paper EWP0307 , Victoria, BC : Department of Economics, University of Victoria .
   Google Scholar
• Giles , D. E. A. and Stroomer , C. 2004 . Identifying the cycle of a macroeconomic time-series using fuzzy filtering, Econometrics Working Paper EWP0406 , Victoria, BC : Department of Economics, University of Victoria .
   Google Scholar
• Giles , D. E. A. and Stroomer , C. N. 2006 . Does trade openness affect the speed of output convergence? Some empirical evidence . Empirical Economics , 31 : 883 – 903 .
   Web of Science ®Google Scholar
• Hansen , B. E. 1997 . Inference in TAR models . Studies in Nonlinear Dynamics and Econometrics , 2 : 1 – 14 .
   Web of Science ®Google Scholar
• Hansen , B. E. 2000 . Sample splitting and threshold estimation . Econometrica, Econometric Society , 68 : 575 – 604 .
   Web of Science ®Google Scholar
• Peel , D. A. and Speight , A. E. H. 1994 . Testing for non-linear dependence in inter-war exchange rates . Weltwirtschaftliches Archive , 2 : 391 – 417 .
   Google Scholar
• Potter , S. M. 1995 . A nonlinear approach to US GNP . Journal of Applied Econometrics , 10 : 109 – 25 .
   Web of Science ®Google Scholar
• SHAZAM . 2004 . SHAZAM Econometrics Package, User's Guide, Version 9 , Vancouver, BC : Northwest Econometrics .
   Google Scholar
• Tong , H. 1978 . “ On a threshold model ” . In Pattern Recognition and Signal Processing , Edited by: Chen , C. H. Amsterdam : Sijhoff and Noordoff .
   Google Scholar
• Tong , H. 1990 . Non-Linear Time Series: A Dynamical System Approach , Oxford : Oxford University Press .
   Google Scholar
• Zadeh , L. A. 1965 . Fuzzy sets . Information and Control , 8 : 338 – 53 .
   Web of Science ®Google Scholar