A hybrid ANFIS based on n-period moving average model to forecast TAIEX stock

Applied Soft Computing Journal

Volumn 19, Issue , 2014, Pages 86-92

  Wei, Liang Ying ^a   Cheng, Ching Hsue ^b   Wu, Hsin Hung ^c  

^a YUANPEI UNIVERSITY   (Taiwan)

^b NATIONAL YUNLIN UNIVERSITY OF SCIENCE AND TECHNOLOGY   (Taiwan)

^c NATIONAL CHANGHUA UNIVERSITY OF EDUCATION   (Taiwan)

Author keywords

Adaptive learning; Adaptive network based fuzzy inference system; Autocorrelation; Moving average; Subtractive clustering

Indexed keywords

ADAPTIVE LEARNING; ADAPTIVE NETWORK BASED FUZZY INFERENCE SYSTEM; FUZZY INFERENCE SYSTEMS; MOVING AVERAGE MODEL; MOVING AVERAGES; ROOT MEAN SQUARED ERRORS; SUBTRACTIVE CLUSTERING; TAIWAN STOCK EXCHANGES;

AUTOCORRELATION; COMMERCE; DISCRETE EVENT SIMULATION; INVESTMENTS; LINGUISTICS; MATHEMATICAL MODELS; STATISTICAL TESTS; TIME SERIES;

FORECASTING;

EID: 84896857665     PISSN: 15684946     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.asoc.2014.01.022     Document Type: Article

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