@inbook{ee31385369844f7fa97fb96b8214d2b6,
title = "Forecasting using fuzzy multiple objective linear programming",
abstract = "This chapter 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 on 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 and preemptive additive weights 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.",
author = "Lawrence, {Kenneth D.} and Pai, {Dinesh R.} and Lawrence, {Sheila M.}",
year = "2010",
doi = "10.1108/S1477-4070(2010)0000007013",
language = "English (US)",
isbn = "9780857242013",
series = "Advances in Business and Management Forecasting",
pages = "149--156",
editor = "Kenneth Lawrence and Ronald Klimberg",
booktitle = "Advances in Business and Management Forecasting",
}