A hybrid system integrating a wavelet and TSK fuzzy rules for stock price forecasting

IEEE Transactions on Systems, Man and Cybernetics Part C: Applications and Reviews

Volumn 38, Issue 6, 2008, Pages 802-815

  Chang, Pei Chann ^a   Fan, Chin Yuan ^a  

^a YUAN ZE UNIVERSITY   (Taiwan)

Author keywords

Fuzzy ruled system; K mean clustering; Multiple regression analysis (MRA); Simulated annealing (SA); Wavelet preprocessing

Indexed keywords

ANNEALING; CLUSTERING ALGORITHMS; CONTROL THEORY; COSTS; FORECASTING; FUZZY CONTROL; FUZZY RULES; FUZZY SETS; LEARNING SYSTEMS; MATHEMATICAL TRANSFORMATIONS; REGRESSION ANALYSIS; SIMULATED ANNEALING; WAVELET DECOMPOSITION; WAVELET TRANSFORMS;

APPLICATIONS.; COMPARATIVE STUDIES; FUZZY RULED SYSTEM; HAAR WAVELETS; HYBRID SYSTEMS; K-MEAN CLUSTERING; K-MEANS ALGORITHMS; K-NEAREST NEIGHBORS; MULTIPLE REGRESSION ANALYSIS (MRA); PREDICTION MODELS; PRICE VARIATIONS; RULE-BASED SYSTEMS; SIMULATION RESULTS; SLIDING WINDOWS; STOCK EXCHANGES; STOCK PRICE PREDICTIONS; STOCK PRICES; TECHNICAL INDICES; TIME SERIES; TRADING SYSTEMS; TSK FUZZY RULES; TSK MODELS; WAVELET PREPROCESSING;

TIME SERIES ANALYSIS;

EID: 56049125927     PISSN: 10946977     EISSN: None     Source Type: Journal    
DOI: 10.1109/TSMCC.2008.2001694     Document Type: Article

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