Neutrosophic soft sets forecasting model for multi-attribute time series

Traditional time series forecasting models mainly assume a clear and definite functional relationship between historical values and current/future values of a dataset. In this paper, we extended current model by generating multi-attribute forecasting rules based on consideration of combining multiple related variables. In this model, neutrosophic soft sets (NSSs) are employed to represent historical statues of several closely related attributes in stock market such as volumes, stock market index and daily amplitudes.