메뉴 건너뛰기




Volumn E82-A, Issue 2, 2000, Pages 357-365

Prediction of stock trends by using the wavelet transform and the multi-stage fuzzy inference system optimized by the GA

Author keywords

Fuzzy inference; Multi stage fuzzy; Optimization by GA; Prediction of stock price; Wavelet transform

Indexed keywords

COMPUTER SIMULATION; FRACTALS; FUZZY SETS; GENETIC ALGORITHMS; MEMBERSHIP FUNCTIONS; WAVELET TRANSFORMS;

EID: 0033885566     PISSN: 09168508     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article
Times cited : (20)

References (17)
  • 1
    • 34248666540 scopus 로고    scopus 로고
    • Fuzzy sets
    • I.A. Zadeh, "Fuzzy sets," Inf. Control, vol.8, pp.338-353, 1996.
    • (1996) Inf. Control , vol.8 , pp. 338-353
    • Zadeh, I.A.1
  • 2
    • 0021892282 scopus 로고
    • Fuzzy identification of system and its application to modeling and control
    • T. Takagi and M. Sugeno, "Fuzzy identification of system and its application to modeling and control," IEEE Trans. Syst. Man. & Cyben., vol.SMC-15, pp.116-132, 1985.
    • (1985) IEEE Trans. Syst. Man. & Cyben. , vol.SMC-15 , pp. 116-132
    • Takagi, T.1    Sugeno, M.2
  • 3
    • 0027634631 scopus 로고
    • Adaptive hierarchical fuzzy controller
    • July/Aug.
    • G.V.S. Raju and J. Zhou, "Adaptive hierarchical fuzzy controller," IEEE Trans. Syst., Man. & Cybern., vol.23, no.4, July/Aug. 1993.
    • (1993) IEEE Trans. Syst., Man. & Cybern. , vol.23 , Issue.4
    • Raju, G.V.S.1    Zhou, J.2
  • 4
    • 33746585749 scopus 로고
    • Fuzzy modeling based on deleting rules
    • Nov.
    • H. Miyazaki, S. Fukumoto, and Y. Ishizaki, "Fuzzy modeling based on deleting rules," IEICE Trans., vol.J77-A, no.11, pp.555-562, Nov. 1994.
    • (1994) IEICE Trans. , vol.J77-A , Issue.11 , pp. 555-562
    • Miyazaki, H.1    Fukumoto, S.2    Ishizaki, Y.3
  • 5
    • 5244300533 scopus 로고
    • Selection of fuzzy if-then rules by a genetic method
    • Oct.
    • H. Ishibuchi, K. Ozaki, N. Yamamoto, and H. Tanaka, "Selection of fuzzy if-then rules by a genetic method," IEICE Trans., vol.J76-A, no.10, pp.1465-1473, Oct. 1993.
    • (1993) IEICE Trans. , vol.J76-A , Issue.10 , pp. 1465-1473
    • Ishibuchi, H.1    Ozaki, K.2    Yamamoto, N.3    Tanaka, H.4
  • 6
    • 0018286315 scopus 로고
    • A linguistic self-organizing process controller
    • T.J. Procyk and E.H. Mandami, "A linguistic self-organizing process controller," Automatica, vol.15, pp.15-30, 1979.
    • (1979) Automatica , vol.15 , pp. 15-30
    • Procyk, T.J.1    Mandami, E.H.2
  • 7
    • 0002197262 scopus 로고
    • Distributed representation of fuzzy rules and its application to pattern classification
    • H. Ishibashi, K. Nozaki, and H. Tanaka, "Distributed representation of fuzzy rules and its application to pattern classification," Fuzzy Sets and Systems, vol.51, pp.21-32, 1992.
    • (1992) Fuzzy Sets and Systems , vol.51 , pp. 21-32
    • Ishibashi, H.1    Nozaki, K.2    Tanaka, H.3
  • 8
    • 85027146641 scopus 로고    scopus 로고
    • Applying the multi-stage fuzzy inference system with the genetic algorithm
    • DSP97-161
    • K. Tan and S. Tokinaga, "Applying the multi-stage fuzzy inference system with the genetic algorithm," IEICE Technical Report, DSP97-161, 1998.
    • (1998) IEICE Technical Report
    • Tan, K.1    Tokinaga, S.2
  • 9
    • 0033185084 scopus 로고    scopus 로고
    • The design of multi-stage fuzzy inference systems with smaller number of rules based upon the optimization of rules by using the GA
    • K. Tan and S. Tokinaga, ''The design of multi-stage fuzzy inference systems with smaller number of rules based upon the optimization of rules by using the GA," IEICE Trans., Fundamentals, vol.E82-A, no.9, pp.1865-1873, 1999.
    • (1999) IEICE Trans., Fundamentals , vol.E82-A , Issue.9 , pp. 1865-1873
    • Tan, K.1    Tokinaga, S.2
  • 11
    • 0001647709 scopus 로고
    • Automobile speed control system using a fuzzy logic controller
    • ed. M. Sugeno, Elsevier Science Publishers
    • S. Murakami and M. Maeda, "Automobile speed control system using a fuzzy logic controller," in Industrial Applications of Fuzzy Control, ed. M. Sugeno, pp.105-123, Elsevier Science Publishers, 1985.
    • (1985) Industrial Applications of Fuzzy Control , pp. 105-123
    • Murakami, S.1    Maeda, M.2
  • 13
    • 85027104564 scopus 로고    scopus 로고
    • Applying the prediction method based upon the scale expansion to the feature extraction of fractal geometry
    • DSP98-13
    • S. Tokinaga and Y. Kishikawa, "Applying the prediction method based upon the scale expansion to the feature extraction of fractal geometry," IEICE Technical Report, DSP98-13, 1998.
    • (1998) IEICE Technical Report
    • Tokinaga, S.1    Kishikawa, Y.2
  • 14
    • 33746730226 scopus 로고    scopus 로고
    • Evaluation of stock option prices by using the prediction of fractal time-series
    • Y. Ikeda and S. Tokinaga, "Evaluation of stock option prices by using the prediction of fractal time-series," J. Operations Research Society of Japan, vol.42, no.1, pp.18-31, 1999.
    • (1999) J. Operations Research Society of Japan , vol.42 , Issue.1 , pp. 18-31
    • Ikeda, Y.1    Tokinaga, S.2
  • 16
    • 84990575058 scopus 로고
    • Orthonormal bases of compactly supported wavelets
    • Nov.
    • I. Daubechies, "Orthonormal bases of compactly supported wavelets," Commun. Pure. Appl. Math., vol.41, pp.909-996, Nov. 1988.
    • (1988) Commun. Pure. Appl. Math. , vol.41 , pp. 909-996
    • Daubechies, I.1
  • 17
    • 85027098101 scopus 로고
    • Prediction system for stock prices applicable to various status of securities market
    • Summer
    • T. Nakata, "Prediction system for stock prices applicable to various status of securities market (in Japanese)," Nikkei Intelligent System, Supplement, Summer, 1992.
    • (1992) Nikkei Intelligent System, Supplement
    • Nakata, T.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.