Forecasting Using Fuzzy Multiple Objective Linear Programming
نویسندگان
چکیده
The application of fuzzy approach models to forecast has been drawing a lot of attention. This study proposes a fuzzy approach to forecasting using a financial data set. The methodology used is multiple objective linear programming (MOLP). Selecting an individual forecast based upon a single objective may not make the best use of available information for a variety of reasons. Combined forecasts may provide a better fit with respect to a single objective than any individual forecast. We incorporate soft constraints into a mathematical programming approach to improve our forecasting accuracy. We compare the results of our approach with the preemptive MOLP approach. A financial example is used to illustrate the efficacy of the proposed forecasting methodology.
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