政大機構典藏-National Chengchi University Institutional Repository(NCCUR):Item 140.119/71237

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政大機構典藏 > 商學院 > 科技管理與智慧財產研究所 > 期刊論文 > Item 140.119/71237

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題名:	Biologically Inspired Fuzzy Forecasting: A New Forecasting Methodology
作者:	鄭至甫 Jeng, Jyh‐Fu;J. Watada;B. Wu
貢獻者:	科管智財所
關鍵詞:	Forecasting;Bio-inspired computing;Fuzzy time series forecasting;Nonlinear time series analysis
日期:	2009.12
上傳時間:	2014-11-07 16:02:28 (UTC+8)
摘要:	There are many forecasting techniques including the ARIMA model, GARCH model, exponential smoothing, neural networks, genetic algorithm, etc. Those methods, however, have their drawbacks and advantages. Since financial time series may be influ- enced by many factors, such as trading volume, business cycle, oil price, and seasonal factor, conventional model based on prediction methodologies and hard computing meth- ods seem inadequate. In recent years, the innovation and improvement of forecasting methodologies have caught more attention, and also provide indispensable information in the decision-making process, especially in the fields of financial economics and engi- neering management. In this paper, a new forecasting methodology inspired by natural selection is developed. The new forecasting methodology may be of use to a nonlinear time series forecasting. The method combines mathematical, computational, and biological sciences, which includes fuzzy logic, DNA encoding, polymerase chain reaction, and DNA quantification. In the empirical study, currency exchange rate forecasting is demonstrated. The Mean Absolute Forecasting Accuracy method is defined for evaluating the performance, and the result comparing with the ARIMA method is illustrated.
關聯:	International Journal of Innovative Computing, Information and Control, 5(12), 4835-4844
資料類型:	article
顯示於類別:	[科技管理與智慧財產研究所] 期刊論文

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