The OWA operator with boxplot method in time series

Publisher:
Springer
Publication Type:
Conference Proceeding
Citation:
Modelling and Simulation in Management Sciences, 2020, 894, pp. 13-21
Issue Date:
2020-01-01
Full metadata record
This paper presents an aggregation model for time series with the OWA operator, using as arguments representative values calculated from the quantiles of a data set and particularly with the values of the boxplot graph. The application of the OWA operator in this model allows forecasting time series including the optimistic or pessimistic attitude of the analysts, through the weighting vector. To illustrate the boxplot-OWA operator model, results are presented with data from the IBEX 35 for different periods of time in 2017.
Please use this identifier to cite or link to this item: