Forecasting for Japanese Yen to Dollar Exchange Rate Based on Fuzzy Logic
摘要
In this work we use the Fuzzy Logic theory, in particular fuzzification of terms: Convergence, Divergence, Balanced and defuzzification of fuzzy numbers based on the membership function we obtain of forecasting data for the Japanese Yen to U.S. Dollar Spot Exchange Rate. Further, we use them to solve applied problems of the Over / Undervalue as the difference between Observation and Alternative strategies and in determining and to analyzing of Excess / Deficit volumes as the difference between Observation and Equilibrium to Japanese Yen to U.S. Dollar Spot Exchange Rate. In particular, we got the time phase of Convergence that covers the periods from 1971 to 1985 and from 1996 to 2012, further, the time phase of Divergence that covers the periods from 1986 to 1995 and from 2013 to 2023, finally, the time phase of Balanced that covers the periods from 1971 to 2023.