{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2025,10,22]],"date-time":"2025-10-22T18:27:52Z","timestamp":1761157672306},"reference-count":33,"publisher":"Springer Science and Business Media LLC","issue":"1","license":[{"start":{"date-parts":[[2024,10,15]],"date-time":"2024-10-15T00:00:00Z","timestamp":1728950400000},"content-version":"tdm","delay-in-days":0,"URL":"https:\/\/creativecommons.org\/licenses\/by-nc-nd\/4.0"},{"start":{"date-parts":[[2024,10,15]],"date-time":"2024-10-15T00:00:00Z","timestamp":1728950400000},"content-version":"vor","delay-in-days":0,"URL":"https:\/\/creativecommons.org\/licenses\/by-nc-nd\/4.0"}],"content-domain":{"domain":["link.springer.com"],"crossmark-restriction":false},"short-container-title":["J Big Data"],"DOI":"10.1186\/s40537-024-01003-7","type":"journal-article","created":{"date-parts":[[2024,10,15]],"date-time":"2024-10-15T15:09:43Z","timestamp":1729004983000},"update-policy":"http:\/\/dx.doi.org\/10.1007\/springer_crossmark_policy","source":"Crossref","is-referenced-by-count":1,"title":["Metamorphosing forex: advancements in volatility forecasting using a modified fuzzy time series framework"],"prefix":"10.1186","volume":"11","author":[{"given":"Muhammad","family":"Bilal","sequence":"first","affiliation":[]},{"given":"Muhammad","family":"Aamir","sequence":"additional","affiliation":[]},{"given":"Saleem","family":"Abdullah","sequence":"additional","affiliation":[]},{"given":"Siti Mariam","family":"Norrulashikin","sequence":"additional","affiliation":[]},{"given":"Ohud A.","family":"Alqasem","sequence":"additional","affiliation":[]},{"given":"Maysaa E. A.","family":"Elwahab","sequence":"additional","affiliation":[]},{"given":"Ilyas","family":"Khan","sequence":"additional","affiliation":[]}],"member":"297","published-online":{"date-parts":[[2024,10,15]]},"reference":[{"issue":"2","key":"1003_CR1","first-page":"69","volume":"6","author":"M Rehman","year":"2014","unstructured":"Rehman M. Analysis of exchange rate fluctuations: a study of PKR vs USD. J Soc Sci. 2014;6(2):69\u201391.","journal-title":"J Soc Sci"},{"key":"1003_CR2","first-page":"129","volume":"4","author":"A Muhammad","year":"2020","unstructured":"Muhammad A, Ahmad N, Dos-Santos MJPL. Forecast foreign exchange rate: the case study of PKR\/USD. Forecast Foreign Exch Rate Case Study PKR\/USD. 2020;4:129\u201337.","journal-title":"Forecast Foreign Exch Rate Case Study PKR\/USD"},{"issue":"1","key":"1003_CR3","first-page":"1","volume":"86","author":"DM Georgoff","year":"1986","unstructured":"Georgoff DM, Murdick RG. Manager\u2019s guide to forecasting. Harvard Bus Rev. 1986;86(1):1.","journal-title":"Harvard Bus Rev"},{"issue":"3","key":"1003_CR4","doi-asserted-by":"publisher","first-page":"338","DOI":"10.1016\/S0019-9958(65)90241-X","volume":"8","author":"LA Zadeh","year":"1965","unstructured":"Zadeh LA. Fuzzy sets. Inf Control. 1965;8(3):338\u201353.","journal-title":"Inf Control"},{"key":"1003_CR5","doi-asserted-by":"publisher","first-page":"39","DOI":"10.1023\/A:1008847308326","volume":"9","author":"AL Guiffrida","year":"1998","unstructured":"Guiffrida AL, Nagi R. Fuzzy set theory applications in production management research: a literature survey. J Intell Manuf. 1998;9:39\u201356.","journal-title":"J Intell Manuf"},{"issue":"2","key":"1003_CR6","doi-asserted-by":"publisher","first-page":"446","DOI":"10.1111\/joes.12504","volume":"37","author":"HL Vo","year":"2023","unstructured":"Vo HL, Vo DH. The purchasing power parity and exchange-rate economics half a century on. J Econ Surv. 2023;37(2):446\u201379.","journal-title":"J Econ Surv"},{"key":"1003_CR7","doi-asserted-by":"publisher","DOI":"10.1016\/j.eneco.2023.106828","volume":"125","author":"S Ding","year":"2023","unstructured":"Ding S, et al. The oil price-inflation nexus: the exchange rate pass-through effect. Energy Econ. 2023;125: 106828.","journal-title":"Energy Econ"},{"issue":"1","key":"1003_CR8","first-page":"112","volume":"4","author":"TA Jilani","year":"2007","unstructured":"Jilani TA, Burney SMA, Ardil C. Fuzzy metric approach for fuzzy time series forecasting based on frequency density based partitioning. Int J Comput Intell. 2007;4(1):112\u20137.","journal-title":"Int J Comput Intell"},{"issue":"3.89","key":"1003_CR9","first-page":"464","volume":"1971","author":"M Stevenson","year":"1972","unstructured":"Stevenson M, Porter JE. Fuzzy time series forecasting using percentage change as the universe of discourse. Change. 1972;1971(3.89):464\u20137.","journal-title":"Change."},{"issue":"1","key":"1003_CR10","first-page":"153","volume":"6","author":"NK Boiroju","year":"2011","unstructured":"Boiroju NK, Venugopala Rao M, Krishna Reddy M. Forecasting foreign exchange rates using fuzzy time series. Int J Statist Syst. 2011;6(1):153\u201361.","journal-title":"Int J Statist Syst"},{"issue":"1","key":"1003_CR11","first-page":"452","volume":"5","author":"L Abdullah","year":"2013","unstructured":"Abdullah L. Performance of exchange rate forecast using distance-based fuzzy time series. Int J Eng Technol. 2013;5(1):452\u20139.","journal-title":"Int J Eng Technol"},{"issue":"3","key":"1003_CR12","doi-asserted-by":"publisher","first-page":"183","DOI":"10.46754\/umtjur.v3i3.230","volume":"3","author":"LX Hui","year":"2021","unstructured":"Hui LX, Yusoff B. Exchange rate forecasting using fuzzy time series-Markov chain. Univ Malay Terengganu J Undergrad Res. 2021;3(3):183\u201394.","journal-title":"Univ Malay Terengganu J Undergrad Res"},{"issue":"118","key":"1003_CR13","doi-asserted-by":"publisher","first-page":"323","DOI":"10.1093\/epolic\/eiad034","volume":"39","author":"B Eichengreen","year":"2024","unstructured":"Eichengreen B, et al. Sanctions and the exchange rate in time. Econ Policy. 2024;39(118):323\u201354.","journal-title":"Econ Policy"},{"key":"1003_CR14","doi-asserted-by":"crossref","unstructured":"Maneesilp K, Kruatrachue B, Sooraksa P. Adaptive parameter forecasting for forex automatic trading system using fuzzy time series. In: 2011 International Conference on Machine Learning and Cybernetics. 2011: IEEE.","DOI":"10.1109\/ICMLC.2011.6016678"},{"issue":"3","key":"1003_CR15","doi-asserted-by":"publisher","first-page":"619","DOI":"10.1007\/s41066-020-00220-8","volume":"6","author":"E Bas","year":"2021","unstructured":"Bas E, Yolcu U, Egrioglu E. Intuitionistic fuzzy time series functions approach for time series forecasting. Granular Comput. 2021;6(3):619\u201329.","journal-title":"Granular Comput"},{"issue":"4","key":"1003_CR16","first-page":"339","volume":"8","author":"E Asadullah","year":"2021","unstructured":"Asadullah E, Bashir A, Aleemi AR. Forecasting exchange rates: an empirical application to Pakistani rupee. J Asian Fin Econ Bus. 2021;8(4):339\u201347.","journal-title":"J Asian Fin Econ Bus"},{"issue":"2","key":"1003_CR17","doi-asserted-by":"publisher","first-page":"478","DOI":"10.1257\/jel.41.2.478","volume":"41","author":"S-H Poon","year":"2003","unstructured":"Poon S-H, Granger CWJ. Forecasting volatility in financial markets: a review. J Econ Liter. 2003;41(2):478\u2013539.","journal-title":"J Econ Liter"},{"issue":"7","key":"1003_CR18","first-page":"4931","volume":"8","author":"R-C Tsaur","year":"2012","unstructured":"Tsaur R-C. A fuzzy time series-Markov chain model with an application to forecast the exchange rate between the Taiwan and US dollar. Int J Innov Comp Inform Control. 2012;8(7):4931\u201342.","journal-title":"Int J Innov Comp Inform Control"},{"key":"1003_CR19","doi-asserted-by":"publisher","first-page":"204","DOI":"10.1016\/j.knosys.2016.11.019","volume":"118","author":"S-M Chen","year":"2017","unstructured":"Chen S-M, Phuong BDH. Fuzzy time series forecasting based on optimal partitions of intervals and optimal weighting vectors. Knowl Based Syst. 2017;118:204\u201316.","journal-title":"Knowl Based Syst"},{"key":"1003_CR20","doi-asserted-by":"publisher","DOI":"10.1088\/1742-6596\/1943\/1\/012119","author":"U Mukminin","year":"2021","unstructured":"Mukminin U, Irawanto B, Surarso B. Fuzzy time series based on frequency density-based partitioning and K-means clustering for forecasting exchange rate. J Phys Conf Ser. 2021. https:\/\/doi.org\/10.1088\/1742-6596\/1943\/1\/012119.","journal-title":"J Phys Conf Ser"},{"issue":"3","key":"1003_CR21","first-page":"263","volume":"66","author":"JE Medina Reyes","year":"2021","unstructured":"Medina Reyes JE, Cruz Ak\u00e9 S, Cabrera Llanos AI. New hybrid fuzzy time series model: Forecasting the foreign exchange market. Cont Y Adm. 2021;66(3):263.","journal-title":"Cont Y Adm."},{"issue":"2","key":"1003_CR22","doi-asserted-by":"publisher","first-page":"389","DOI":"10.1108\/JM2-04-2014-0029","volume":"11","author":"S Gupta","year":"2016","unstructured":"Gupta S, Kashyap S. Modelling volatility and forecasting of exchange rate of British pound sterling and Indian rupee. J Model Manag. 2016;11(2):389\u2013404.","journal-title":"J Model Manag"},{"issue":"3","key":"1003_CR23","first-page":"357","volume":"13","author":"A Rishad","year":"2021","unstructured":"Rishad A, Gupta S, Sharma A. Official intervention and exchange rate determination: evidence from India. Glob J Emerg Mark Econ. 2021;13(3):357\u201379.","journal-title":"Glob J Emerg Mark Econ"},{"key":"1003_CR24","doi-asserted-by":"publisher","DOI":"10.1088\/1742-6596\/1554\/1\/012005","author":"D Permana","year":"2020","unstructured":"Permana D, Fitri I. Application of fuzzy time series-Markov chain method in forecasting data of exchange rate Riyal-Rupiah. J Phys Conf Ser. 2020. https:\/\/doi.org\/10.1088\/1742-6596\/1554\/1\/012005.","journal-title":"J Phys Conf Ser"},{"issue":"01","key":"1003_CR25","doi-asserted-by":"publisher","first-page":"1350005","DOI":"10.1142\/S1469026813500053","volume":"12","author":"R Efendi","year":"2013","unstructured":"Efendi R, Ismail Z, Deris MM. Improved weight Fuzzy time series as used in the exchange rates forecasting of US Dollar to Ringgit Malaysia. Int J Comput Intell Appl. 2013;12(01):1350005.","journal-title":"Int J Comput Intell Appl"},{"key":"1003_CR26","doi-asserted-by":"publisher","DOI":"10.1088\/1757-899X\/846\/1\/012063","author":"R Wulandari","year":"2020","unstructured":"Wulandari R, Surarso B, Irawanto B. First-order fuzzy time series based on frequency density partitioning for forecasting production of petroleum. IOP Conf Ser Mater Sci Eng. 2020. https:\/\/doi.org\/10.1088\/1757-899X\/846\/1\/012063.","journal-title":"IOP Conf Ser Mater Sci Eng"},{"issue":"2","key":"1003_CR27","first-page":"233","volume":"25","author":"LH Ajuna","year":"2022","unstructured":"Ajuna LH, Dukalang HH, Ardi M. Bank Syariah Indonesia share price prediction using fuzzy time series model lee method. Madania. 2022;25(2):233\u201342.","journal-title":"Madania."},{"key":"1003_CR28","doi-asserted-by":"publisher","first-page":"461","DOI":"10.1007\/s40815-019-00704-z","volume":"22","author":"R Jain","year":"2020","unstructured":"Jain R, et al. A modified fuzzy logic relation-based approach for electricity consumption forecasting in India. Int J Fuzzy Syst. 2020;22:461\u201375.","journal-title":"Int J Fuzzy Syst"},{"key":"1003_CR29","doi-asserted-by":"publisher","DOI":"10.1016\/j.rineng.2023.101595","volume":"20","author":"F Alsharari","year":"2023","unstructured":"Alsharari F, et al. Data-driven strategy for evaluating the response of eco-friendly concrete at elevated temperatures for fire resistance construction. Results Eng. 2023;20: 101595.","journal-title":"Results Eng"},{"key":"1003_CR30","doi-asserted-by":"publisher","DOI":"10.1016\/j.mtcomm.2023.107822","volume":"38","author":"Y Li","year":"2024","unstructured":"Li Y, et al. Fresh state and strength performance evaluation of slag-based alkali-activated concrete using soft-computing methods. Mater Today Commun. 2024;38: 107822.","journal-title":"Mater Today Commun"},{"key":"1003_CR31","volume":"19","author":"HJ Qureshi","year":"2023","unstructured":"Qureshi HJ, et al. Prediction of compressive strength of two-stage (preplaced aggregate) concrete using gene expression programming and random forest. Case Stud Constr Mater. 2023;19: e02581.","journal-title":"Case Stud Constr Mater"},{"issue":"3","key":"1003_CR32","doi-asserted-by":"publisher","first-page":"973","DOI":"10.1111\/joes.12572","volume":"38","author":"S Fang","year":"2024","unstructured":"Fang S, Wei Y, Wang S. 30 years of exchange rate analysis and forecasting: a bibliometric review. J Econ Surv. 2024;38(3):973\u20131007.","journal-title":"J Econ Surv"},{"key":"1003_CR33","doi-asserted-by":"publisher","DOI":"10.1051\/e3sconf\/202128002007","author":"K Gorbatiuk","year":"2021","unstructured":"Gorbatiuk K, et al. Application of fuzzy time series forecasting approach for predicting an enterprise net income level. E3S Web Conf. 2021. https:\/\/doi.org\/10.1051\/e3sconf\/202128002007.","journal-title":"E3S Web Conf"}],"container-title":["Journal of Big Data"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/link.springer.com\/content\/pdf\/10.1186\/s40537-024-01003-7.pdf","content-type":"application\/pdf","content-version":"vor","intended-application":"text-mining"},{"URL":"https:\/\/link.springer.com\/article\/10.1186\/s40537-024-01003-7\/fulltext.html","content-type":"text\/html","content-version":"vor","intended-application":"text-mining"},{"URL":"https:\/\/link.springer.com\/content\/pdf\/10.1186\/s40537-024-01003-7.pdf","content-type":"application\/pdf","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2024,10,15]],"date-time":"2024-10-15T15:14:39Z","timestamp":1729005279000},"score":1,"resource":{"primary":{"URL":"https:\/\/journalofbigdata.springeropen.com\/articles\/10.1186\/s40537-024-01003-7"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2024,10,15]]},"references-count":33,"journal-issue":{"issue":"1","published-online":{"date-parts":[[2024,12]]}},"alternative-id":["1003"],"URL":"https:\/\/doi.org\/10.1186\/s40537-024-01003-7","relation":{},"ISSN":["2196-1115"],"issn-type":[{"value":"2196-1115","type":"electronic"}],"subject":[],"published":{"date-parts":[[2024,10,15]]},"assertion":[{"value":"24 December 2023","order":1,"name":"received","label":"Received","group":{"name":"ArticleHistory","label":"Article History"}},{"value":"22 September 2024","order":2,"name":"accepted","label":"Accepted","group":{"name":"ArticleHistory","label":"Article History"}},{"value":"15 October 2024","order":3,"name":"first_online","label":"First Online","group":{"name":"ArticleHistory","label":"Article History"}},{"order":1,"name":"Ethics","group":{"name":"EthicsHeading","label":"Declarations"}},{"value":"\u201cNot applicable.\u201d For the current work, the authors have not conducted any animal or human trials.","order":2,"name":"Ethics","group":{"name":"EthicsHeading","label":"Ethics approval and consent to participate"}},{"value":"Not applicable. Individual data or information has not been included by the authors for the current work.","order":3,"name":"Ethics","group":{"name":"EthicsHeading","label":"Consent for publication"}},{"value":"The authors declare no competing interests.","order":4,"name":"Ethics","group":{"name":"EthicsHeading","label":"Competing interests"}}],"article-number":"143"}}