Multilayer Stock Forecasting Model Using Fuzzy Time Series

Table 3

Different length of intervals for DJI and S&P 500 problems.

Year	DJI				S&P 500
	𝜃	𝜃^∗	𝑙	𝑙^∗	𝜃	𝜃^∗	𝑙	𝑙^∗
2000	50	43	0.013228300	0.01108264	8	6.7	0.013240505	0.011592404
2001	50	46	0.014497805	0.013398244	6	5.3	0.012414271	0.012831417
2002	50	47	0.013735529	0.011088423	6	4.9	0.012357930	0.013486344
2003	30	24	0.008995559	0.008396447	4	3.2	0.008832271	0.009465817
2004	30	28	0.004236985	0.003389588	3	2.9	0.004085710	0.003368568
2005	30	26	0.004900489	0.004720391	3	2.4	0.004557089	0.003645671
2006	30	26	0.004925252	0.004640202	6	5.3	0.004986411	0.004389129
2007	40	37	0.007309639	0.007847711	8	7.4	0.007991680	0.006593344
2008	80	67	0.023692012	0.026353610	10	8.2	0.025768770	0.020615016
2009	40	32	0.014316920	0.015253536	6	4.9	0.015446702	0.018357362