0 Up votes0 Down votes

13 views207 pagesSep 26, 2011

© Attribution Non-Commercial (BY-NC)

PDF, TXT or read online from Scribd

Attribution Non-Commercial (BY-NC)

13 views

Attribution Non-Commercial (BY-NC)

- 159.碳排放预测 数学建模
- 坏数据
- A Fast and Efficient Algorithm for Recognizing Cigarette Laser Security Code
- 文献管理与文献信息分析
- 架構師-機器學習實戰
- 深基坑开挖过程中的土体变形计算
- 神经网络
- support vector machine
- Wind Power Prediction Using Artificial Neural Networks and Evolu8th SemesterFinal Thesis
- 【2009.08.21】【CFNN】【GOOD】溷合动力汽车补偿模煳神经网络能量管理策略
- 数据挖掘导论
- 2f4b7690a7163e71f1f4787cd4fefcfff136
- 基于改进贝叶斯优化算法的CNN超参数优化方法
- 人工神经网络理论基础
- Intelligent Modeling of Acetonitrile Refining Process with Partially Unmeasurable States.pdf
- MLY-zh-cn.pdf
- 血液循环在大脑信息处理过程中的时序控制作用整理
- 隧道爆破设计智能系统的组成与结构研究
- nn8
- Progress in Model Updating for Structural Dynamics

You are on page 1of 207

CIP

T EI I

F

CIP

TEI I

Wihui Huil yu Guoji Yunyou Jie Bodon Yuce

TEI I Fanfalun

press w an g hj hu n cn

ht t p press h nu cn

ISB N

X F

TEI I

2 TEI I

T EI I

T EI I

T EI I

3 TEI I

TEI I

4

5 GLAR ANN

G L AR A N N

6

7 TEI I

T EI I

TEI I

10 ANN Web

11

12

T EI I

Integration Artificial in

Econometrics Intelligence

T EI I T ext mining Economet rics Intelligent al

gorith ms Integrations T EI I

T EI I

T EI I

Hellinger

G A S V M

T EI I T EI I

T EI I

ing model

T EI I

T EI I

Web

A N N

Web

U niversit y of T exas at Austin

International Institute of Applied Sys

tems Analysis M Miko w sky

T EI I

T EI I

journal papers

Nobel Nash

T EI I

Sum mer Schools

1 1

1 1 1

T EI I

1 1 2

T EI I

1 2

1 2 1

Fama

E M H

M eese Rogoff

M artingale hypothesis

S w eeney

Bollerslev

Liu He

Fong Ouliaris

M cCurdy M organ

Levich T ho mas

LeBaron

Yao T an

Baillie

Bekaert H odrick

H ornik U niver

Refenes

De M atos

Kuan Liu

M L F NRN N H su

CN N

T enti RN N

Shazly Sha

zly

Leung

GRN N M L F N

Zhang Berardi

Ensemble

1 2 2

24

Hann Steurer

T EI I

A

neural

net w orks in exchange rates forecasting prediction

T OR Klu wer online Pro Quest Database Springerlink and Academic Search

Premier

Journal

1 1

a

b

c

d

e

f LM

g Sig moid H yperbolic T angent

T EI I

El Shazly El Shazly

Bolland Conner

Parhizgari De Boyrie

Qi Wu

Hann Steurer

Giles

Gencay

b

H uang

Chun Kim

Lyapunov E xponent

Zhang

c

T raining set

Walczak

H uang

Changepoint

detection

T EI I

M LF N

H ornik

White

e

f

BP Levenber gM ar guardt LM

BP

1 3

g

Sig moidal L ogistic H yperbol

ic T angent M oody

Yarvin

Logistic Polynomial

Fourier

Sig moidal

Kaastra Boyd

Sig moidal

Sig moidal

Sigmoidal

Sig moidal

Sig moidal

h

D

1 4

BP

T EI I

Sigmoidal

1 3

NashCournot

Delphi

T EI I

1 4

T EI I

T EI I

T EI I

T EI I

T EI I

T EI I T EI I

T EI I

T EI I

adaptive smoothing

gression G L A R A N N

T EI I

G L A R A N N

G L AR A N N

A N NPC A

a b

T EI I

M etadatabase

refine

Bayesian principle

T EI I

reliability function

T EI I

A N N Web

A N N Web

T EI I

T EI I

1 2

TEI I

T EI I

T EI I

T EI I

T EI I

T EI I T EI I

T EI I

2 TEI I

2 1

T EI I

T EI I

T EI I T EI I

T EI I

2 2 TEI I

T EI I

T EI I

T EI I

T ext min

gration

T EI I

T EI I

T EI I

T EI I

2 3 TEI I

T EI I

T EI I

T EI I

Intelligence

T EI I

Web

2 4 TEI I

A

10 7

T EI I

Web

T EI I

2 1 TEI I

TEI I

B Web

1 0 7

T EI I

T EI I

Web

2 2 Web

aFeature E xtraction

tion

Salton Vect or Space

M achine V S M

bStructure analysis

st ructure analysis ab

stract generation

T EI I

PRO L OG

T S S s s sn W i i

L E N L A ABS T RAC T

2 1 PROLOG

CreateABSTRACT Wi W LEN The initial value of LEN is equal to zero

GetsS Wi T EM P lengthTEMP L

LEN L LA LEN LEN L

c T ex t Classification

ring

VS M

Similarity

C c c cm V ci

S s s sr

V si

Simik

V si V ck

i r k m

V si V ck

Simik i k V si V ck

T t t

tn

T EI I

V t

V t

V c V c V cm

V tn

Simij

sim

Sim

Sim m

sim

Sim

Sim m

Simn

Simn

Simnm

V ti V cj

i n j m

V ti V cj

m

Simij

j

ti c j ti c j

K

means

VS M

Web

10 7

P A T T ERN IF A ND OR and

EXPL A N A T IO N IF

EXP L A N A T IO N

T EI I

PA T TERN patternname

PA T TERN patternname

IF patternA

AND patternB

OR patternC

AND conditionA

OR conditionB

T HEN PA T TERN patternname

EXPLANA TION statementA

IF conditionA

AND conditionB

OR conditionC

2 3

Inference engine IE

E xplanation mechanism E M

11 4

T EI I

1 1 5

BP

BP

T EI I

2 4 BP

1 07

M B

KB DB

IF

T EI I

T H E N

T uning engine T E

2 5

T EI I

T EI I

T EI I

T EI I

T EI I T EI I

T EI I

T EI I

3 TEI I

3 1

T EI I

T EI I

T EI I

3 2

T EI I

T EI I

3 2 1

T EI I

3 2 2

116 117

A

A SCII

foreign exchange rates

datumdata

a theand

T EI I

V S M

B

Vect or space model VS M

V S M

Doc V Doc

val t val tm ti val ti ti Doc

t tm t tm

m

val ti t tm

T EI I

VS M

f T ti

ti Doc val ti

Yahoo Sohu

M ladenic Grobelnik Yahoo

T EI I

11 61 1 7

Yahoo Web

K

K

c P c | Doc

P c

F V

j

P ci

P F j | c

F V

k

T F F Doc

j

P Fk | c

T F F Doc

k

P F j | c

TF F j c

P c

| V | T F Fi c

i

P F j c F j

T F F j c c F j V

T F Fk Doc

Doc F k

K

K K

T EI I

K K

E

1 1 6

k

Kmeans

F

G

T EI I

3 3

T EI I

3 3 1

Econo metricsR Frich

Biomet rics

3 3 2

CL M CL M

T EI I

AR M A

ARI M A

S ARI M A V AR

ARC H

A RI M A

A RI M A

A RI M A

B y t B et

y t e t t B

B y t y t B y t y t B B p B B B

p

q B p q et

q

et I I D y t d

p q y t A RI M A p d q

ARI M A

B q p A R p

B p q MAq

A RI M A p q

Box Jenkins

A RI M A

T EI I

A RI M A ARI M A

ARI M A

3 4

T EI I T EI I

3 4 1

A N N

Lapedes Farber

BP

BP

BP

BP

dataintensive

T EI I

3 1

Sig moidal

T EI I

Im a x Im in Dma x

Dm in D

I Im im Ima x Imin D Dm in Dma x Dm in

Ima x Im in

Initial w eight

Bias Learning rate M omentum rate

1 3 0

Parsimony

Lemke M uller

selfor ganiza

tion PCA

G A

T EI I

3 2

T EI I

f R M S Etr a in in g R M S Etes tin g nv nto t

nv nto t

R M S E N y t y t

RM S E

yt

R M S Etr a in in g

R M S Etes tin g

Kupinski Giger

bias

T EI I

1 3 4

H ornik

BP

BP

BP p q

k

Y t F V t F W t X t

T

X x x x p R

T

w p

w p

w q

w q

Y y y y k R

T

W W W p R

w qp

q p

T EI I

v k

v k

v q

v q

net i t

H

q k

v kq

F W t X t

p

V V V k R

H

w ij t x j t i q

F F F Sig moidal

F F x

tanh u x F x u F x F x u F x

F x u F t

f

y t

Y t

y t

i

q

f

f

i

q

f

f

j

p

wij t x j t wi t v i t v t

wij t x j t wi t v i t v t

yk t

j

p

wij t x j t wi t vki t vk t

wij t x j t v i t

f V F W t X t

T

wij t x j t v i t

f V F W t X t

T

f V k F W t X t

T

wij t x j t vki t

F V t F W t X t

T

x j t j p y w ij t

i q j p w i t i q

v ij t i q j k v i t

T EI I

W V

W V E X W V

E X W V k N

E x W V

eij

ej e j

T

y j X W V y j y j X W V

T

X y j y j X W V

E t

eij t

ej t ej t

T

y j t y j y j t

T

ej t e j t e j t ek j t R

T

j N

Hellinger Hellinger

Tierney

Hellinger

HD

pd f x i

pd f x i

p d f x i p d f x i

Hellinger

T EI I

Initial model

el

Intrapolated phase

Insample data

Hellinger

H ell

inger

E xtrapolated phase

Outofsample data

Hellinger

Hellinger

Hellinger

Hellinger

T EI I

14 2

learning rate

BP

LevenbergM arquardt

online learning

BP p q

k

V

E t F j ej F j

T

E t F j V F j ej x j

F j diag f f f q R

q q

T EI I

f net i

i q

H

net i

H

f i f net i

v k

v k

v q

F diag f

q p

k k

f v F w X

i k

T

v i F W X

T

i

i q

f k R

f i f v i F W X

v kq

v i v i v iq

v v v k R

e t e t e t y y t y y t y t

y t

y t t e t

t F F F I X X V F F V F

T

F N

x x N

x x

x x

x x N

f F

F F N

F N F

f N F

x x

x x

x xN

T

T

F N F N

T

F

F

F

F

N

F

F

F F

F

F

F

F

F

F

N

T

N

F F

T

N

F F N

X X

x x

T

F F

x x

T

f F

F F

T

N

F

N

d v F W X

dv

dW

dv T

dW

T

F W X v F

W X X

F W X v F

W X X

dt

dt

dt

dt

dt

T

d v F W X

dt

T

T EI I

d v F W X

dt

T

f net

w ij x j

d vi

dt

w ij x j

w ij x j

dt

vi

vi f

vi f

i

q

d vi

dt

p

v f net x

vq f net q x

v v vq

d w

dt

d w

dt

d w q

dt

F W X

w ij x j x j

w ij x j

w ij

d w ij

dt

d v

d vq

d v

dt

dt

dt

d w ij

dt

d w P

dt

d w qP

dt

f net q

d w P

dt

f net f net

d w q

dt

d w q

d w q

d w qp

x

xp

dt

dt

dt

d w

d w

d w p

x

xp

dt

dt

dt

f net

d w

d w

d w p

x

xp

dt

dt

dt

d w

dt

vi f

d v

d v

d vq

f net

f net q

dt

dt

dt

v f net x

d w

dt

vi f

x

x

xp

dv

T

dW

dv

T

dW

v F

W X

X

F W X v F

W X

X

dt

dt

dt

dt

T

T EI I

f m

f m

y m t F V F W x m

T

f k m

v v F

W x m

v v F

W x m

v v k F m W x m

T

m

T

m

T

m

k m

f m F m

T

v j v F m W x m

T

j

N

T

m

v j v F

m W x m

T

f k m F m

T

v kj v k F m W x m

T

j e j x j xm

f m F m F j e j f j v F m F j V F

T

j

N

f m F m F j e j f j v F m F j V F

j e j x j xm

T

f k m F m F j e k j f k j v k F

m F j V F j e j x j x m

T

f m F m F j e j f j v F m F j V F j e j x j x m

T

k m

T

m

f m

F j e k j f

k j

v k F m F

j V F

j ej x j x m

T

F m F j e j f j v F m F j V F j e j x j x m

f m

F m F j e j f j v F m F j V F j e j x j x m

f m F m F j e j f j v F m F j V F j e j x j x m

k m

T

T

T

T

T

m

F j e k j f

k j

v k F m F

j V F

j ej x j x m

T

T EI I

N

F m F j e j F m F j V F m F j V F j e j x j x m

j

N

F m F m F j I k V F m F j V x j x m F j e j

T

y t

y t

y t

y m t

y N t

F F F j I k V F F j V x j x F j e j

T

j

N

F F F j I k V F F j V x j x F j e j

T

F m F m F j I k V F m F j V x j x m F j e j

T

j

N

F N F N F j I k V F N F j V x j x N F j e j

T

F Ik

V

T F F V

x T x

FT F Ik V

T F F V

x T x

FT F N I k V

T F F NV

x T x N

FT F Ik V

T F F V

x T x

FT F Ik V

T F F V

x T x

FT F N I k V

T F F NV

x T x N

FT

FTN F I k V

T F N F V

x TN x FTN F Ik V

T F N F V

x TN x FTN F N I k V

T F N F NV

x TN x N

T EI I

F e

F eN

F F I k

F F I k

F F N I k

F F I k

F F I k

F F N I k

x xN

x x

x x

x x N

x N x

x N x

T

N

F F

F

F N

F F

F F

F

F N

T

N

F F

F

N F

F F I k F F I k F F N I k

xN x N

T

N

x x

T

x x

T

F e

F

N F

F

N F N

eN

F F F I k X X V F F V F e t t e t

T

e t e t t e t

E t

t t

E t

T

e t e t

E t

T

e t e t e t t e t e t t e t

E t t

d E t

d

te t e t tte t et ttet te t

d E t

e t t t e t

T

t

t

e t t e t

T

e t t t t e t

T

T EI I

BP

3 4 2 SVM

Support vect or machine S V MStatis

S V M

x

D x i di i x i di

n

n S V M

y f x w x b

x w b

c

w

R S V M c

V a p nik

L di w x i b

w b i i

M in R S V M w

w c i i

s t w x i bi di i

di w x i bi i

i i

i i

f x

i

i K x x i b

T EI I

i n i i i i

w

w

ai ai x i

R i i i i

di i i

i i j j K x i x j

i

i i n

i i c i c i n

c

S V M

i i

i i

K x i x j

x i x j

K x i x j x i x j

M ercer

3 4 3

T EI I

3 3

A

B

If T hen

C

D

E

3 4 4

Rough sets theory RS T Z Paw lak

T EI I

A

S

U V q f q U condition at trib

utesdecision attributes V q q f q

f q U V q object

at tribute

B

B X X U S

U V q f q X B B

BX Y U I N D B Y X

B

X Y U I N D B Y X

U I N D B U B I N D B B

I N D B x y U a B a x a y

B N B X B

X BX X B BX U

B X B X

U B X

C

B X

B X

B

car d BX i

car dU

T EI I

B

D

RS

r B I N D B I N D B r r B

r B r

B COR E B B

COR E B

R R E D B

I

Ri i

3 5

155

3 5 1

Bagging

ting

Stacking

Boos

p x y u p y

u

f x n

u

x i f i x n

T EI I

n

f x

w i f i x

f x

w i i n

wi

n

wi

x d x d x d x dn x i

ei x f i x di x

e x f x d x

e x f x d x f x d x f x d x f

x d

j

n

e x f x d x

j

w i f i x w w w n di x

j

w i f x d x

j

i

j

i

w e x

j

i i

w i e i x

j

n j

T e ei ei T T e E f i x

j

E di x i w i i n

j

j e x j m

j

N m e e

j

m e

j

w i ei

w i m ei

j

i

n

k l k

Cov ek el

j

w i i

Cov ek el k l

j

T EI I

n

T EI I

T EI I

A RI M A

3 5 2

A

homogene

ousheterogeneous

e x

T EI I

e x E f x E d x E f x E f x

Bias f x Variance f x

E d x E d x

Variancef x Ef x E f x E

wi E fi x E f i x

i j

wi f i x E

wi f i x

w i w j E f i x f j x E f i x E f j x

B

x i e i x

e x

ei x f i x di x

e x f x d x

p x i e i

e

ei

e x p xd x

i

T EI I

e x p xd x

p x i j V ij

V ij

f x d x f x d x p xd x

i

V ij

V ii ei

V ij V ji

e x

w i f i x di x

f j x d j x

w i w j V ij

w i n i

n

n

V ij n

n k

V ij n

i k j k

e e k

k

n

V ik ek

i k

k

n

V ij n

V ik n ek

i k

T EI I

n n

C

Minimizing conditional

generalized variance

p n

e p

e p

en

en

enp

n p

ei

V ii

V ij

k

n

eki i p

eki ei i p

eki ei ek j e j i j p

V p p V ij

V V p p

V V p V

p V

p V p

V

p

T EI I

e e ep ep ep ep e

e

e

E

p p p

ep

V

V V e e e e e

V e e

V e e V V V V

e e e

e e e

e

p e e ep ep

e e

V e e

V e e ep tp

i e p e

ti

p

p

ti

3 5 3

T EI I

M SE

A

Simple averaging

m

m

Weight averaging

M SE

M SE

w

i

i n

wiT f i x j dji x j

f i x j f iT x j

d x f x

ji

Breiman

Stacked regression method

Breiman

M odified M SE

T EI I

w op t i ar g min

w

i

gi x j

w i g i x j d ji x j

T

f i x j Dcv f i x j Dcv

m

i n

f i x j

Dcv

i n

n

wop t i ar g min

w

w i i

w op t i

i n

wi wi

B

SVM

overfitting

T EI I

SVR

y f x

S VR

f se

quential optimization

3 4

T EI I

y f x x x n

x x x n y

f

Kernel

function

3 6

T EI I

A RI M A

Hellinger

TEI I

T EI I

T EI I

T EI I

T EI I

G L A R A N N

PC A

T EI I

T EI I

Adap

tive S moothing Neural Net w ork M odel with Optimized Learning Rate

4 1

M LF N N

T EI I

4 2

4 2 1

t

e t t e t

T

e t t t e t

T

e t t F F F I K X X V F F V F

T

4 2 2 ASNN

173

M SE

deviation

M AD

m n

Sig moid f x

x y Oi i

e

w ji j i N x k y k k

N k i O ik k j

net jk

W ji O ik

k j

Ojk f net jk

E

y k y k

COE COE N

y k

T S

N

M A D N

TS

COE N

M A D N

| y k y k |

N

T S COE N M A D N

T S

T EI I

T S

T S

Shew hart

jk

Ek

net jk

E k

E k

net jk

E k

Ojk jk Oik

W ij

net jk W ij

net jk

j Ojk y k

jk

E k

E k

y k

y k y k f net jk

net jk

y k net jk

j

E k

E k

O jk

E k

f net jk

net jk

O jk net jk

O jk

jk

E k

O jk

E k

net mk

net mk

O jk

E k

W mj

net mk

mk

Ek

net mk O jk

W mj

W mi Oik

jk f net jk

mk

W mj

E k

jk Oik

W ij

jk

W ij ik Ojk jk

jk

| TS | or M A D

COE N | TS | and Ts

COE N

| TS | and TS

jk

M o mentum ter m

i k N

a Oik net jk COE N M A D N y k

b jk

ii jk

iii

4 3

4 3 1

T EI I

Pacific E x

N M S E

Dsta t N M S E

N

NM S E

t

N

x t

x t x t

x t

x t x x t

N M S E

Dsta t

at N

x t x t x t x t at at

M L F N N

4 3 2

Actual

Forecast I M LF N N Fore

cast II AS N N

4 1

4 2

4 3

M L F N N

A S N N

T EI I

4 1

N M SE

Dstat

M LFNN

ASNN

MLFNN

ASNN

M LFNN

ASNN

N M SE

A S N N

M LF N N M LF N N N M SE

A S N N N M S E

Dsta t M L F N N

A S N N

M LF N N

A S N N

4 4

AS N N

G L A R A N N

5

GLAR ANN

G L AR A N N G L A R & A N Nbased

N onlinear Integration Forecasting System

GL A R

A N N

5 1

ARI M A

Wedding II Cios

RBF N N Box

Jenkins

Luxhoj

Voort

Koho

T EI I

nen A RI M A K ARI M A

T seng

A RI M A BP

S ARI M ABP

S A RI M ABP S ARI M A

BP BP

S A RI M ABP Zhang

ARI M A A N N

ARI M A A N N

Reid

Bates Granger

M akridakis

Pelikan

H orn

Ginzbur g

Clemen

PC A

G L A R A N N

PCA A N N

G L A R A N N

5 2 GLAR ANN

G L A R

G L AR A N N PC A A N N

5 2 1 GLAR

G L AR Shephard

G L A R

G L A R

y t C L y t D L x t t

y t t t x t

C L D L p q

C L C C L C L Cp L D L D D L D L

p

Dq L L L y t y t L y t y t t

q

t I I D

G L AR V AR

G L A R A RI M A

A RI M A

G L A R V A R A RI M A

GL A R

G L A R

T EI I

G L AR

G L A R

5 2 2 ANN

BP

BP

BP

A N N

y t a

w j f aj

v ij y t i t

aj j q j w ij i

p j q f p

q A N N y t

p y t y t y t p

y t y t y t y t p v t

v

A N N N A R

BP

bergM arquardt W

J W

W J J I

T

J e

T

LevenbergM arquardt

Levenber gM arquardt

Levenber gM arquardt H

A N N

G L A R A N N

G L A R A N N

5 2 3 GLAR&ANN

G L A R A N N

GL A R A N N

G L A R A N N

G L A R

A N N

G L AR y t t

L t

GL A R

y t L t

et

et y t L t

A N N A N N

A N N N

t

y t

y t L t N

t

T EI I

5 2 4

Reid

Bates Granger

n

y t y t y n t

y t

y t

w j y t

w i

w i

E W

wi

M E

n

| ei t |

| wi tyi t yi t | t

Q

ui t

| ei t | ei t

v i t

| ei t | ei t

ei t ei t

ei t

ei t

ei t ei t

ui t v i t

ei t ui t v i t ei t ui t v i t

MinQ

n

LP

u t

y t

i

n

vi t

yi t wi t ui t vi t

wi t

wi t ui t vi t i n t N

G L A R A N N

E W M E

5 2 5

PCA

PCA

PCA q p

p q

PC A

PC A

n m

y ij i j

y m

y m

yn

y n

ynm

PC A

n A a a an

Zi ai Y i n

T

n m

T EI I

m n

PC A

G L AR A N N ARI M A

PC A

E A

E E E E

E

A N N

y f I I In

f I i

G L A R A N N

y f y y y n

f

A N N A N N

A N N A N N

Min y y y y

T

Min y fy y y n fy y y n

T

PC A & A N N

GL A R

A N N

5 1

T EI I

5 3

5 3 1

Pacific Exchange Rate Service http fx sauder ubc ca

GLAR IFS

GLAR

N M SE

Dsta t R

R

M

S

M S N

R

Ify t y t then buy else sell

y t t y t t

5 3 2

G L A R Eview s A N N

M atlab

G L A R A N N

5 2 2001 01 2003 12

5 3 2001 01 2003 12

5 4 2001 01 2003 12

T EI I

N M S E Dsta t R

N M S E

Zhang

G L A R

A RI M A A N N

N M S E D sta t Dsta t

N M S E Dsta t

G L A R Dsta t A N N

Dsta t

A N N

A N N

G L A R

G L A R

5 1 N M SE

GLAR

ANN

Hybrid

EW

ME

NE

N M SE

N M SE

N M SE

G L A R A N N

5 2 Dstat

Dstat

Dstat

Dstat

GLAR

ANN

EW

Hybrid

ME

NE

GL A R

ANN ME

5 3 R

GLAR

ANN

Hybrid

EW

ME

NE

5 4

G L A R A N N

N M S E

Dsta t R

T EI I

Genetic Algorith mbased Support Vector M achine G AS V M

BP

6 1

A RM A

AR

BP

Local minima Overfit ting

Vapnik

Risk Minimization SRM

G A S V M G A S V M

G A S V M

G A S V M

M ukherjee

T ay Cao

H uang

G A S V M

G A S V M

6 2

6 2 1

T EI I

6 2 2

188

w s b

T

D x i y i i N x i i y i

w x i b if y i

T

w x i b if y i

y i w x i b i N

R R x i

n

w x i b

w

T

d x i w b

M ar gin

w

P

min w

subiect t o y w x b i N

i

L P

i y i w x i b

T

i

y i w x i b i i i N

T

w C i

min w

subiect to y i w x i b i i N

T

C

L P

w C i

i y i w x i b i

T

KarushKuhnT ucker K K T

L P

w

w

L P

i i

y x

i

i i

i y i

L P

C i i

i

y i w x i b i

T

i

i

i

i y i w x i b i

T

i i

w

i y i x i

j C j

K K T

b j C j

b y j w x j

T

T EI I

Ns

y j w x j

T

C

j

N s

f x Sing w x b

T

f x Sing

i y i x i x

T

Ns

C

j

yj

i y i x i x j

T

K x i x j x i x j

T

x

f x Sign

i y i K x i x

M ercer

Ns

C

j

yj

i y i K x i x j

6 2 3

G A S

V M

6 1

6 3

6 3 1

Pacific

BP

6 3 2

T EI I

6 1

xt t n

SO

xt xl m xh m xl m

MSO

SO t i

m i tm

SSO

MSO t i

m i tm

xt xt m

ROC

M

xt xt m

M A

M V

xi x t

m i tm

M VR

M Vt M Vt m

EM A

a xt a xt m

xi

i t m

M ACD

i t m

ADO

xl m xt xh m xl m

Disparity D

xt M A

Disparity D

xt M A

OSCP

M A M A M A

Mt SMt Dt

Commodity Channel

Index CCI

i t m

EM A i

Mt xh t x t xl t

SM t

Dt

RSI

EM A i

i t m i

t

i t m i

| Mi SM t | m

RS

t

RS

Mi m

x i x i

x i x i

i t m

t

i t m

DI DM T R DI DM T R

DM T R

DI

m

LRL

i t m

i x i

i t m

i t m

i

t

i t m

i t m

x i

P SO

M SO ROC M A M V R

DI LRL

6 3 3

G AS V M

G AS V M BP

BP SV M S V M G A SV M

S V M

C BP

6 2

BP

Hit Ratio

SV M

BP

GASVM

GASVM

SV M

T EI I

S V M BP

6 4

G L A R A N N

T EI

6 3

GLAR ANN

T EI I

tion T EI I

6 5

S V M

S V M

S V M S V M

G A G A

S V M

BP S V M

T EI I

7

TEI I

7 1

T EI I

T EI I

T EI I

7 2 TEI I

A RI M A

A N N

T EI I

T EI I

T EI I

T EI I

7 1 TEI I

T EI I

A RI M A A N N

Y t

t ARI M A

E t

Y t E t et

et Y t E

t

BP N N

I t

et f et et et p

BP N N A RI M A

BP N N EC N N

OPEC

T t

Judg mental adjust ments

T t E t I t

H

t T t E

t I t

BP N N BP N N

BP N N N

t A RI

M A L t

T EI I

Y t f T t E t I t

H t L t

Nt

7 3

7 3 1

W T I ht tp

w w w neatideas comdatadataoilprice ht m

R M S E Dsta t

H it ratio R M S E

RM S E

y t

y t y t N

R M S E

Dsta t

T EI I

Dsta t

at N

x t x t x t x t at at

Hit ratio

H R

HR

bt

y t y lo w y up bt bt y lo w y up

7 3 2

ARI M A A N N

ARI M A

ADF

Y t Y t Y t et

A RI M A

et Y t Y t Y t

BP N N BP

T EI I

T EI I

Web

7 1

OPEC

OPEC Caracas

OPEC

OPEC

OPEC

OPEC

OPEC M MB

OPEC

OPEC M MB

OPEC

OPEC

Mobil

OPEC

OPEC

T EI I

T EI I

7 2

OPEC

OPEC

OPEC

OPEC

OPEC

OPEC

OPEC

OPEC

OPEC

T EI I

ARI M A A N N

7 3

7 4

T EI I

7 3 HR

R M S E D sta t

Dsta t

R M S E A RI M A A N N

7 4

ARIM A

RM SE

Dstat

ANN

RM SE

Dstat

RM SE

Dstat

RM SE

Dstat

Dsta t R M S E

R M S E

T EI I

D sta t R M S E

R M S E Dsta t Dsta t Dsta t R M S E

7 5 2000 2003

YK Bug

OPEC

OPEC

OPEC

Cole

OPEC

OPEC

OPEC

OPEC

OPEC OPEC

T EI I

OPEC

OPEC

BP T NK

Exxon Mobil

OPEC

DutchShell

Yukos

OPEC

Yukos Sibneft

OPEC

Yukos Sibneft

OPEC

A RI M A A N N

R M S E Dsta t T EI I

Chen Leung

T EI I

W olfe Flores

7 4

T EI I T EI I

T EI I

T EI I

Roughsetsrefined text mining system

M etadatabase

8 1

T EI I

Pa w lak

Refiner

RS T M

RS T M

RS T M

8 2

8 2 1

A

Websters online dictionary

I T A T D M KD T

Delphi ht tp w w w the delphigroup com

A B C

T EI I

8 1

Google

ht tp w w w google co m

Full text division approach

oil rises the price of oil rises

T T T T m I I I

In T j k n

T i I I j I k

rises rising risen

rise aan the of other

bagofw ords

T T T T m I I I I n

T T i I I

Rajman

Frequencybased w eighting scheme

w i j

p i j max j p i j log N nj if p i j

other wise

w i j t i w j p i j t i w j

f i j t i w j N nj w j

T er m frequency T F

T F

IDF

T FIDF n

T FIDF

T EI I

T FIDF T F i j di D i N j

D F j j j T FIDF

T EIDF i j TF i j log N DF j

D T FIDF

W j d

W j

T FIDF i j

Kmixture

Kmixture w i

k

Pi k x k

x

y

k

y y

k

k k k x y

N

CF i DF i

CF i

ID F

t

y t

ID F log

x

D F i wi

N

DF i

y

CF i D Fi

i

i N

M etadata

E

OPEC

C

8 2 2

Paw lak

T EI I

8 2 3

A

Rough

Crisp

Refine

8 2

8 1

OPEC

OPEC

OPEC

OPEC

OPEC

OPEC

OPEC

OPEC

T EI I

OPEC

If T hen

R U L E IF

A ND OR EXP L A N A T IO N IF

EXP L A N A T IO N

8 3 8 4

8 2

C

X X X

X X X

X Partition

X D I S O D I S

P Q P P

Q O D I S

O

X X X

X P X X

PX

T EI I

X X X

PX X

P X

Lo w er approximation

P X

a

b

c

ab

d

U pper approximation

PX

e

f

P X

Crisp kno w ledge Rough

kno wledge

8 5

8 3

8 3 1

Random walk RW

y t y t

L R M A RI M A BP BP N N

A RI M A BP N N LR M

T EI I

d

y t a

ai x t i

a x i ai

Eview s L RM A RI M A M atlab

BP N N

8 3 2

LR M BP N N

BP N N

RW ARIM A

W TI

8 3 3

8 3 2000 01 2004 10

Random walk

Linear regression model

RW

LRM

BPNN

Roughsetrefined text mining

ARIM A

RST M

Hit ratios

RW

A RI M A

BP N N RS T M RS T M

BP N N

BP N N

L R M

ARI M A

RS T M

RS T M RS T M

RS T M

BP N N RS T M

8 4

T EI I

9 1

T EI I

9 2

9 2 1

Rough sets Pa w lak

indiscernible

9 2 2

T EI I

9 1

9 2 3

P SO M SO ROC

M A M V R M ACD Disparit y

D OSCP RSI DI

L RL

Baltzersen

Baltzersen

Columnizing meth

od

9 2 4

Learning from examples

using rough sets LERS

tem RSES

bRough

T EI I

SO M

RS N N

Poel

LERS

Bazan

Baltzersen

RSES

Lenarcik Piasta

RoughSO M

SO M

Shen L oh

S O M

RS N N

9 2 5

M a

Bayesianbased Integration Principle BIP

S S C C CM

Ci i M Ci

M

M S

x p x

j M

x j p x j

k k K Ek

k

eM

e

Ek

eM

e M

e M

e M

e M

e M M

eM M

i Ci

j p k x i

k

eij p k Ci C j

k

e ij

T EI I

p k

Ek

E

eij

Ci

k

ei

eij i M

p k Ci C j

k

ej

eij j M

p k p k x j

x C j

Ek x x Ci i

M p k Ci C j

p k x j

p x Ci p k x j

eij

k

ej

eij

i M j M M

eij

Reliabilit y

Rel x Ci ek x P x Ci p k x j k i M

Rel p k x j k

Rel

K p p p K K E

E E K x K p k x

j k k K p k x j k

E k K

Rel i Rel x Ci e x ek x

P x Ci P x j Pk x j k i M

Rel i P x Ci p x j p k x j k

P p x j p k x j k x Ci P x Ci

P p x j p k x j k

p k x j k k K

K

P p x j p k x j k x Ci

P p x j p k x j k

P p k x j k x Ci

K

P p k x j k

P p k x j k x Ci P x Ci p k x j k P p k x j k

P p k x j k

P p k x j k P x Ci

P x Ci p k x j k

P x Ci

Rel i P x Ci

P x Ci p k x j k

K

P x Ci

P x Ci p k x j k P x Ci

Rel i P x Ci p k x j k

Rel i x Ci i M

P x Ci p k x j k

P x

if Rel j max

Rel i

i

M other w ise

T EI I

P x

if Rel j max

Rel i K

i

M other w ise

9 2 6

Random tests

N N

N

N

Leavingoneout test N

9 3

9 3 1

N Y M EX ht tp

w w w ny mex com

i sign p i p

p p i i

Equal interval

Shar p e Ratio

R p

R p p t p t Pt

9 3 2

9 1

Dstat

LERS

RSES

RoughSOM

ProbRough

RSNN

M VPRSE

BIPRSE

T EI I

9 4

T EI I

T EI I

9 2

TEI I

T EI I

tion T EI I

9 5

TEI I

T EI I

T EI I

Web

A N N W eb

10 ANN Web

10 1

Integrated forex rolling fore

BP Web

10 2

In

tegrated forex rolling forecasting and trading decision support system IFR

F T DSS BP

N FRFS

T EI I

10 1

M anmachine interface M M I

Database DB

M odel base M B

Kno wledge management and verification K M V

A N N W eb

T uning engine T E

10 3

IFR

F T DSS

10 3 1 BP BPNNFRFS

BP

BP

BP

BP

Initial weights Transfer function Train

A

Maier Dandy BP

a a

Faraway Chatfield

Faraway Chatfield

T EI I

B

BP Sigmoidal logistic

BP

Sigmoidal

trial and error

MSE

Ed

Ed

f d yt y t

N yt y t f d

f d

yt yt y t yt

p Otherwise

Ed

A N N W eb

p p

BP

BP

10 2 BP

BP

BP

Matlab

BP

BP

T EI I

BP

10 3 2 Web WFTDSS

Web

yt yt t

10 3 BP

y t yt

yt yt

y t yt

A N N W eb

y t yt c

y t yt c

yt yt c

c

t yt

Rt yt yt yt

t Rt M t

R

t

ai R t i

j

ai Rt i t i

j

BPNNFRFS yt

Rt yt yt yt

Bt j St j

Bt j P Rt j j N

St j P Rt j j N

T EI I

j

Rt R

t

Rt Rt N

Bt max

Bt max max Bt Bt Bt N

B S

Bt max B

St j S

IV

Chen Leung

r r yt yt t

t

ln

y t

yt

r r r r

y t

yt

ln

r r

r r

ln

yt

yt

yt

r r

ln

yt

A N N W eb

ln

y t

yt

r r ln

y t

yt

r r

Web

Web

10 4 Web

Web

Web

Web

10 5 Web

T EI I

10 4

ANN Web

BP

Web

10 1 BP

Matlab

SQL Server

Windows Windowsx XP

10 2 Web

Web

Windows Server

SQL Server

IIS

Windows Windowsx XP

Internet Explorer

A N N Web

ht tp forex iss ac cn

A N N W eb

10 6 ANN Web

10 7 1

T EI I

10 8 3

10 9 5

A N N W eb

10 10

10 5

A N N Web

10 5 1

A

Mean absolute error M A E M ean

M A PE Root mean square error R M SE

T EI I

y t n

10 3

M AE

M AE

MSE

MSE

M APE

M APE

RMSE

RM SE

yt y t

t

n

yt yt

t

n

yt y t

yt

N MSE

NMSE

yt

yt

yt

t

n

IFRF T DSS

E U R GBP

JPY C AD A U D

10 4 IFRFTDSS

M A E

M S E

E U R

G BP

M A P E R M S E

N M S E

JP Y

C A D

A U D

A N N W eb

B

Dstat

T urning point analysis T P A

Naik Leuthold

contingency table

Peak

turning point P T P T rough turning point T T P

point DN T P F F F

10 5 4 4

PT P

T TP

UNTP

DN T P

PT P

T TP

UNTP

DN T P

F

F

F

F

F

F

F

F

F

F

F

F

F

F

y t y t y t

y t y t y t y t y t P T P

y t y t y t y t y t T T P

y t y t y t y t y t U N T P

y t y t y t y t y t DN T P

Accurate forecast ratio A FR W orst forecast ratio

W FR

T EI I

AF R

W ER

Fii

Fij

F F F F

Fij

10 6 IFRFTDSS

Dstat

A FR

W FR

EUR

GBP

JPY

CAD

AUD

Dsta t

A F R W F R

W F R IFRF T DSS

A N N W eb

10 5 2 IFRFTDSS

A

B IFRFTDSS

IFRF T DSS

10 7 IFRFTDSS

EUR

F R F T

DSS

RMSE

N MSE

D stat A F R W F R

JP Y

AUD

CAD

CAD

DE M

JP Y

U SD

CH F

Ref

M A PE

G BP

G BP

Ref

MAE

DE M

JP Y

T EI I

G BP

Ref

Ref

JP Y

G BP

JP Y

DE M

FRF

DE M

JP Y

G BP

CH F

CAD

JP Y

G BP

CAD

JP Y

DE M

G BP

DE M

JP Y

CAD

JP Y

R ef

G BP

U SD

R ef

G BP

JP Y

DE M

CAD

R ef

D stat A F R W F R

AUD

Ref

N MSE

CH F

Ref

RMSE

G BP

Ref

M A PE

DE M

CH F

Ref

MAE

G BP

JP Y

FRF

A N N W eb

FRF

R ef

DE M

ITL

G BP

R ef

DE M

G BP

R ef

N MSE

D stat A F R W F R

CAD

JP Y

CH F

JP Y

DE M

CAD

DE M

G BP

G BP

R ef

RMSE

JP Y

DE M

M A PE

G BP

R ef

MAE

JP Y

FRF

CH F

ITL

C IFRFTDSS

IFRF T DSS

Principal component analysis PC A

PC A

PCA q p

s s sp p q

T EI I

PCA

xi

x i x i

i

x i x i x i i

i i

n m

x m

x m

x n

x n

x nm

PC A X X

n C c c c n ai

amn

ai

amn

i

n

amn

amn

A N N W eb

Yi

CX

cj x i i n

PC A IFRF T DSS

M A E M A P E R M S E

N M S E D sta t A F R W F R

Surrogate data Dsta t

M A E M A P E R M S E

M A E M A P E

10 8 17

I F R F T D S S Ref

Ref

R ef

Ref

Ref

Ref

R ef

R ef

R ef

Ref

Ref

Ref

R ef

R ef

Ref

Ref

IFRF T DSS

T EI I

10 6

A N N Web

11

T EI I A N N Web

T EI I

T EI I

T ext mining based neural rough expert

system T MN RES for crude oil price forecasting

11 1

11 2

T EI I

M anmachine interface M M I

11 1

Domain experts

Database DB

M odel base M B

T ext mining T M

Rough set refinement

11 3

Hybrid integration

11 3 1

219

T EI I

11 3 2

sets

11 3 3

11 3 4

11 2

Connectionist ex

pert system

11 4

Web

Rough Set Library

box

Prolog Web

T EI I

11 1

Web

Web

Web

Windows Server

SQL Server

IIS

Windows Windowsx XP

Internet Explorer

Rough Set Library Visual C

SAS Text Miner

Matlab neural network toolbox

ProLog

ht tp oil iss ac cn

11 3

T EI I

11 5 2

11 6 1

11 7 2

11 8 3

T EI I

11 5

12

T EI I T EI I

T EI I

T EI I

T EI I

T EI I

rics Intelligence

T EI I

T EI I

Hellinger Doub

lephase robust analysis

G AS V M

T EI I T EI I

T EI I

T EI I

T EI I

Web

A N N Web

T EI I

T EI I

T EI I

T EI I T EI I

T EI I

T EI I

Abosedra S and Baghestani H On the predictive accuracy of crude oil

future prices Energy Policy

w ork Journal of Finance

they fit out of sample Journal of International Economics

Journal of Forecasting

exchange rates Journal of Finance

change rates Journal of Finance

profits in t he foreign exchange market a bootstrap approach Journal of

International M oney and Finance

nance

exchange rates Journal of Applied Econometrics

vention Journal of International Economics

for m technical forecasting of forex Neurocomputing

Research

works are universal approximators Neural Net works

Currency exchange rate prediction and neural net w ork design st rategies

Neural Computing & Applications

T hesis T he U niversity of M anit oba Canada

N ed Neural net w orks in the capital markets New York John Wi

w orks Applied Artificial Intelligence

a genetically evolved neural net w ork architecture International Review

of Financial Analysis

search

w ork ensembles an application for exchange rate prediction Journal of

ble A survey fro m artificial neural net w orks perspective Submitted to

T EI I

forecasting neural net w orks vs linear models using monthly and w eekly

data Neurocomputing

Chen A S and Leung M T Regression neural net w ork for error cor

rection in foreign exchange forecasting and trading Computers & Opera

tions Research

E xpert Systems with Applications

for mance of neural net w orks and for w ard exchange rates Journal of

M ultinational Financial M anagement

using a recurrent neural net w ork and gram matical inference M achine

Learning

net w orks Journal of Applied Business Research

Jasic T and W ood D Neural net w ork prot ocols and model perfor m

ance Neurocomputing

real exchange rate analysis Journal of Forecasting

neural net w ork and fuzzy systembased techniques Neural Co mputing &

Applications

dollar exchange rate movements using recurrent neural net w ork model of

FXmarket Lecture N otes in Co mputer Science

Nag A K and Mitra A Forecasting daily foreign exchange rates using geneti

cally optimized neural networks Journal of Forecasting

in a nonlinear estimation framew ork using future prices T he Journal of

Future M arkets

kets using artificial neural net works Neurocomputing

tellano J G Evolving RBF neural net w orks for timeseries forecasting

with EvRBF Infor mation Sciences

rithms to support artificial neural net w orks for exchange rate forecas

ting Expert Systems with Applications

financial time series modelling and forecasting International Journal of

casting with neural net w orks Journal of M anagement Infor mation Sys

tems

Forecasting M odel Incorporating G L A R and A N N for Foreign Exchange

net w ork model Neurocomputing

tary fundamentals Journal of E mpirical Finance

T EI I

no mics

M anagement

Co mputational learning techniques for intraday FX trading using popular

Journal of Forecasting

sing neural net works Applied Financial Economics

change rates via generalized spectrum and nonlinear time series models

Revie w of Econo mics and Statistics

neural net works an application to the EMS exchange rates Journal of Inter

tion analysis of neural net w ork outofsample perfor mance in exchange

rate forecasting Decision Sciences

analysis of sampling interval for exchange rate forecasting with neural networks

Journal of Systems Science and Complexity

Lisi F and Schiavo R A A co mparison bet w een neural net w orks and

chaotic models for exchange rate prediction Computational Statistics &

Data Analysis

rates smooth transitions neural net w orks and linear models IEEE

T ransactions on Neural Net w orks

Literature

cial neural net w orks Infor mation and Soft ware T echnology

Finance

M arkets New York John Wiley & Sons

M asters T Neural N ovel & H ybrid Algorith ms for Time Series Pre

diction New York John Wiley & Sons

lishing

John Wiley & Sons

Sharpe

and Applications Chicago IRWI N Professional publishing

Springer Verlag

lishers

Limitations Quorum Books C T

T EI I

ers

Pennsylvania Idea Group Publishing

ence Publishing

a U S A June

net work can learn arbitrary mappings Neural Net woks

M oody J and Yarvin N Net w ork with learned unit response func

tions In M oody J Hanson S J and Lippmann R P Eds Ad

mann San M ateo C A

networks The Journal of Futures Markets

dynamic analysis Energy Economics

cal Economy

ble resources Bell Journal of Economics

renewable resources Journal of Political Econo my

back Risk August

ting Ener gy Economics

ting

T he Ener gy Journal

OPEC Review

mined OPEC Review

future prices Ener gy Policy

Oil and M oney Coping with Price Risk through Financial M arkets H ar

ket Journal of Applied Econometrics

market efficiency Journal of Futures M arkets

T EI I

ergy Finance & Development

VIII survey of oil price forecasts Energy report California Ener gy

Com mission

prices International Journal of Forecasting

forecasting Co mputers & Electrical Engineering

casting

w orld oil price under the target zone model Ener gy Economics

Japan April

Complexity

w ork for crude oil price forecasting Lecture N otes in A rtificial Intelli

gence L N AI

matic indexing Com munications of the A C M

ate observations Proceedings of the Fifth Berkeley Sy mposium M athe

matical Statistics and Probabilit y Berkeley U niversity of California

Press

puting

elling of a Response Variable Elsevier

Parallel Distributed Processing E xplorations in the Microstructure of

tion rules fro m unstructured text PhD T hesis

PhD T hesis

Proceedings of the th annual international ACM SIGIR conference on Re

text hierarchy Working Notes of Learning from Text and the Web Confer

Control San Francisco H oldenDay

tilayer perceptron A review of applications in the at mospheric sci

T EI I

Krycha K A and Wagner U Applications of artificial neural net

sumer Services

of Phar maceutics and Biophar maceutics

w orks for control systemsA survey Automatica

neural net w ork and fuzzy systembased techniques Neural Computing

& Applications

rulebased expert system approach for shortterm power load forecasting in

Taiwan Expert Systems with Applications

casting the Future and U nderstanding t he Past AddisonWesley

scheme for neural net w ork data analysis Revised for IEEE T ransac

nalysis M odelling Simulation

w orks T heory and Applications John Wiley & Sons

sets M edical Physics

for optimal feedfor w ard neural net w ork architecture selection T he

Net w orks

multiplayer perceptron In Vichnevetsky R and Miller J eds

Applied M athematics

Neural Co mputation

selection Proceedings of the IEEE International Joint Conference on

Neural Net w orks IJC N N CD Paper

netic Algorith ms

ties of nonlinear functions Biometrika

w orks with optimal learning rate for financial time series forecasting

M ADIS W orking Paper CA S

scaling properties Neural Net w orks

T ransactions on Neural Net w orks

quardt algorith m IEEE T ransactions on Neural Net w orks

T EI I

Vapnik V T he Nature of Statistical Learning T heory New York

SpringerVerlag

nancial time series forecasting O mega

R K Improvements to the S M O Algorith m for S V M Regression

and Concepts New Jersey Ablex

and Neural Net w ork New York M acmillan

M assachusetts P W S

puter Science

Dordrecht Klu w er

puters & Operations Research

T eds Advances in Neural Infor mation Processing Systems Cam

System Sciences

Physical Review E

Geman S Bienenst ock E and Doursat R Neural net w orks and the

biasvariance dilemma Neural computation

Washingt on DC I N NS Press

Burges C J C A tut orial on support vector machines for pat tern recog

nition Data Mining and Kno w ledge Discovery

Parallel consensual neural net w orks IEEE T ransactions on Neural Net

w orks

stant weighting functions In T esauro G T ouretzky D and Lean

on Pattern Analysis and Machine Intelligence

T R Depart ment of Statistics U niversity of California

M achine Intelligence

Hall

T EI I

w orks in foreign exchange rate forecasting Lecture N otes in Computer

Science

G J ed Trading On the Edge Neural Genetic and Fuzzy Systems for

Applied Intelligence

pricing and hedging derivative securities via learning net w orks Journal

of Finance

Refenes A P ed Neural Net w orks in the Capital M arkets New

York Wiley

Publishing

Pound US Dollar exchange rate Omega

Jersey Prentice Hall Inc

proach t o mutual fund net asset value forecasting O mega

deter mining optimal feedfor ward neural net w ork architecture Lecture

Notes in Computer Science forthco ming

uct New York

erations

Hill

M anagement

M anufacturing

and

Services

M cGraw

otic time series using support vector machines Proceedings of the IEEE

F L

financial time series forecasting Omega

tions Research

C A S

lishing

Action in the M arkets London Pit man Publishing

ticeHall

T echnical Indicat ors and Analysis M ethods Seoul Jinritamgu Publish

ing

sions Decision Support Systems

RBF net w orks certaint y factors and the BoxJenkins model Neuro

T EI I

computing

neural net w ork modelling approach for sales forecasting International

net w ork model Neurocomputing

nomica

erations Research Quarterly

M Lew ando w ski R New t on J Parzen E and Winkler R T he

Bohemia improved forecasts with decorrelating connectionist net

w orks Neural Net w ork World

Ginzburg I and H orn D Co mbined neural net w orks for time series a

nalysis Neural Infor mation Processing Systems

discussion International Journal of Forecasting

paper N uffield College Oxford

forecasts Management Science

ence

sis optimization problems and neural net works Neural Networks

information in sales forecasting a case study Journal of Forecasting

of Forecasting

ing software Technical Report UMIST Department of Computation

modelling and text retrieval SIAM Philadelphia

zation of text data in highlevel data cleaning for information retrieval Applied

Artificial Intelligence

T EI I

Computing

Intelligent Information Systems

text mining applications Proceedings of the th IFIP Working Conference on

trieval Information Processing and Management

ings of the First International Conference on Knowledge Discovery and Data

Mining KDD

and Data Mining Dordrecht Kluwer

pert systems Expert Systems with Applications

Tay F E H and Shen L Economic and financial prediction using rough sets

model European Journal of Operational Research

of Futures Markets

modity future prices Journal of Futures Markets

Frank M and Stengos T Measuring the strangeness of gold and silver rates

of return The Review of Economic Studies

Proceedings of the th International Conference on Machine Learning Morgan

Kaufmann San Francisco CA

ued attributes for classification learning Proceedings of the th International

quisition in Greece by means of the rough set approach European Journal of

Operational Research

proach Diploma thesis Knowledge Systems Group Department of Computer

Trondheim

rough sets In Slowinski R Ed Intelligent Decision Support Hand

book of Applications and Advances of the Rough Sets Theoty Kluwer Aca

and Skowron A Eds Rough sets in Knowledge discovery

proach ICS Research Reports Warsaw University of Technology

Bazan J G and Szczuka M RSES and RSESlibA collection of tools for rough

Second International Conference on Rough Sets and Current Trends in Compu

ICS Research Report Warsaw University of Technology

Klu wer Academic Publishers Bost on M A

T EI I

sions Decision Support Systems

rough set theory and artificial neural net w ork for business failure pre

A Eds Rough sets in Knowledge discovery

ods for extracting law s from decision table In Polko w ski L and Sko w

ron A Eds Rough sets in Kno w ledge discovery

Academic Publisher Dordrecht

elling cust omer retention with statistical techniques rough data models

RoughFuzzy H ybridization A New T rend in DecisionM aking Berlin

Springer

probrough system In Polkowski L and Skowron A Eds Proceedings

Computing RSCTC Warsaw Poland

nition of t otally unconstrained hand w ritten numerals based on the con

al Canada

tions on Systems M an and Cybernetics

chine Learning and Expert Systems M organ Kauf mann San M ateo

C A

set ensemble for crude oil price tendency forecasting M ADIS w orking

paper C A S

Notes in Artificial Intelligence L N AI

advanced forex rolling forecasting and trading decision support system

advanced forex rolling forecasting and trading decision support system

Suppor t System

Maier H R and Dandy G C Neural net works for the prediction and fore

casting of water resources variables a review of modelling issues and applica

tions Environmental Modelling & Soft ware

works IEEE Transactions on Circuits and Systems

Fara way J and Chatfield C Time series forecasting with neural net

net w orks for river flo w prediction Journal of Computing in Civil Engi

neering

T EI I

ered neural net w orks Co mplex Systems

ting using neural net w ork model with parameter adaptive control In

Chen S Wang S Y Wu Q F and Zhang L L Eds Financial

Systems Engineering

they in practice International Journal of Forecasting

tion A merican Journal of A gricultural Econo mics

per t systems for crude oil price forecasting M ADIS w orking paper

C A S

drecht Klu w er

Rough sets Com munications of the AC M

ligence

tems and Neural Net w ork New York M acmillan

AC M

bridge M I T Press

Version Institute of Computer Science Warsa w U niversity of

T echnology

for multilayer feedfor ward neural net w orks Journal of Applied Com

puter Science

- 159.碳排放预测 数学建模Uploaded bypictureye
- 坏数据Uploaded bylio geng
- A Fast and Efficient Algorithm for Recognizing Cigarette Laser Security CodeUploaded byivy_publisher
- 文献管理与文献信息分析Uploaded byJian.Y
- 架構師-機器學習實戰Uploaded byWayne Huang
- 深基坑开挖过程中的土体变形计算Uploaded bychublack
- 神经网络Uploaded byheyanqiu
- support vector machineUploaded byArnav Kushwaha
- Wind Power Prediction Using Artificial Neural Networks and Evolu8th SemesterFinal ThesisUploaded bymefadi4u
- 【2009.08.21】【CFNN】【GOOD】溷合动力汽车补偿模煳神经网络能量管理策略Uploaded byJames Jiang
- 数据挖掘导论Uploaded byHan Su
- 2f4b7690a7163e71f1f4787cd4fefcfff136Uploaded by谢重霄
- 基于改进贝叶斯优化算法的CNN超参数优化方法Uploaded byxyz xyz
- 人工神经网络理论基础Uploaded byJason
- Intelligent Modeling of Acetonitrile Refining Process with Partially Unmeasurable States.pdfUploaded byivy_publisher
- MLY-zh-cn.pdfUploaded byNarco
- 血液循环在大脑信息处理过程中的时序控制作用整理Uploaded byNNLearningA
- 隧道爆破设计智能系统的组成与结构研究Uploaded byxiaotaoscribd
- nn8Uploaded byqqq141516
- Progress in Model Updating for Structural DynamicsUploaded bysholran
- MfiUploaded byshachen2011
- 神经网络入门Uploaded byJason
- RichWay(CN).pdfUploaded byGuo Heng Tan
- 计算机控制系统设计_第六章__神经网络控制技术Uploaded bydavidwang8512
- 基于神经网络的水深插值研究Uploaded byapi-3814100
- 压电陶瓷拨爪电机驱动特性研究Uploaded byjjhw2002303
- 数据挖掘综述Uploaded byfrank
- Fingertip Detection and Gesture Recognition Based on KinectDepth DataUploaded byivy_publisher
- 23-Practical Fibonacci Methods For Forex Trading.pdfUploaded bynelson
- CCFCV专委简报第10期Uploaded bypkumyd

## Much more than documents.

Discover everything Scribd has to offer, including books and audiobooks from major publishers.

Cancel anytime.