Advanced International Journal for Research

E-ISSN: 3048-7641   •   Impact Factor: 9.11

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Volume 7 Issue 5
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Fuzzy Time Series with Ensemble FTS Extension for Stock Price Prediction

Author(s) Mr. Lynton Anton Dcruz
Country India
Abstract Stock market prediction is inherently uncertain due to nonlinear dynamics and external influences. The fuzzy time series (FTS) approach provides a robust framework for modeling uncertainty. This paper replicates the methodology of Ashik (2019), applying FTS to Nifty 50 daily closing prices, and extends the work by integrating ensemble FTS. Experimental results show that while the baseline FTS achieves low error (MAPE ≈ 0.75%), the Ensemble FTS model further reduces error rates and improves robustness against volatility. This demonstrates the potential of Ensemble FTS approaches for financial forecasting.
Field Computer > Artificial Intelligence / Simulation / Virtual Reality
Published In Volume 7, Issue 4, July-August 2026
Published On 2026-08-31
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E-ISSN 3048-7641
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