A Novel Fuzzy Time Series Forecasting Model Based on Multiple Linear Regression and Time Series Clustering

Table 6

Comparison of RMSEs and average RMSEs with nonfuzzy methods for forecasting the TAIEX from 1999 to 2004.

Models	1999	2000	2001	2002	2003	2004	Average
CFTS model [31]	39.90	60.78	54.71	36.77	24.57	27.61	40.72
SVM-based model [46]	129.89	111.71	69.046	55.255	53.77	53.198	78.81
LSTM-based model [47]	158.67	136.35	101.43	89.379	91.492	69.963	107.88
The proposed method	40.91	46.68	41.16	30.21	28.13	31.34	36.40