메뉴 건너뛰기




Volumn 305, Issue , 2015, Pages 77-92

Forecasting interval time series using a fully complex-valued RBF neural network with DPSO and PSO algorithms

Author keywords

Complex valued neural network; Interval time series; Particle swarm optimization; Radial basis function

Indexed keywords

COMPLEX NETWORKS; ELECTRONIC TRADING; FINANCIAL MARKETS; FORECASTING; FUNCTIONS; RADIAL BASIS FUNCTION NETWORKS; STRUCTURAL OPTIMIZATION; TIME SERIES;

EID: 84924421191     PISSN: 00200255     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ins.2015.01.029     Document Type: Article
Times cited : (127)

References (41)
  • 1
    • 78651439499 scopus 로고    scopus 로고
    • Different approaches to forecast interval time series: A comparison in finance
    • J. Arroyo, R. Espínola, and C. Maté Different approaches to forecast interval time series: a comparison in finance Comput. Econ. 37 2011 169 191
    • (2011) Comput. Econ. , vol.37 , pp. 169-191
    • Arroyo, J.1    Espínola, R.2    Maté, C.3
  • 4
    • 84878941786 scopus 로고    scopus 로고
    • A PSO and pattern search based memetic algorithm for SVMs parameters optimization
    • Y. Bao, Z. Hu, and T. Xiong A PSO and pattern search based memetic algorithm for SVMs parameters optimization Neurocomputing 117 2013 98 106
    • (2013) Neurocomputing , vol.117 , pp. 98-106
    • Bao, Y.1    Hu, Z.2    Xiong, T.3
  • 5
    • 84899582855 scopus 로고    scopus 로고
    • PSO-MISMO modeling strategy for multistep-ahead time series prediction
    • Y. Bao, T. Xiong, and Z. Hu PSO-MISMO modeling strategy for multistep-ahead time series prediction IEEE Trans. Cybernet. 44 2014 655 668
    • (2014) IEEE Trans. Cybernet. , vol.44 , pp. 655-668
    • Bao, Y.1    Xiong, T.2    Hu, Z.3
  • 8
    • 84879504955 scopus 로고    scopus 로고
    • A method based on PSO and granular computing of linguistic information to solve group decision making problems defined in heterogeneous contexts
    • F.J. Cabrerizo, E. Herrera-Viedma, and W. Pedrycz A method based on PSO and granular computing of linguistic information to solve group decision making problems defined in heterogeneous contexts Eur. J. Oper. Res. 230 2013 624 633
    • (2013) Eur. J. Oper. Res. , vol.230 , pp. 624-633
    • Cabrerizo, F.J.1    Herrera-Viedma, E.2    Pedrycz, W.3
  • 9
    • 0028277017 scopus 로고
    • Complex-valued radial basic function network, part I: Network architecture and learning algorithms
    • S. Chen, S. McLaughlin, and B. Mulgrew Complex-valued radial basic function network, part I: network architecture and learning algorithms SigPr 35 1994 19 31
    • (1994) SigPr , vol.35 , pp. 19-31
    • Chen, S.1    McLaughlin, S.2    Mulgrew, B.3
  • 10
    • 77958099305 scopus 로고    scopus 로고
    • Time-series forecasting using a system of ordinary differential equations
    • Y. Chen, B. Yang, Q. Meng, Y. Zhao, and A. Abraham Time-series forecasting using a system of ordinary differential equations Inform. Sci. 181 2011 106 114
    • (2011) Inform. Sci. , vol.181 , pp. 106-114
    • Chen, Y.1    Yang, B.2    Meng, Q.3    Zhao, Y.4    Abraham, A.5
  • 11
    • 33847009451 scopus 로고    scopus 로고
    • An empirical model of daily highs and lows
    • Y.W. Cheung An empirical model of daily highs and lows Int. J. Finan. Econ. 12 2007 1 20
    • (2007) Int. J. Finan. Econ. , vol.12 , pp. 1-20
    • Cheung, Y.W.1
  • 12
    • 77957666748 scopus 로고    scopus 로고
    • Swarm-based translation-invariant morphological prediction method for financial time series forecasting
    • R. de A Araújo Swarm-based translation-invariant morphological prediction method for financial time series forecasting Inform. Sci. 180 2010 4784 4805
    • (2010) Inform. Sci. , vol.180 , pp. 4784-4805
    • De A Araújo, R.1
  • 13
    • 0034166329 scopus 로고    scopus 로고
    • Complex-valued minimal resource allocation network for nonlinear signal processing
    • J. Deng, N. Sundararajan, and P. Saratchandran Complex-valued minimal resource allocation network for nonlinear signal processing IJNS 10 2000 95 106
    • (2000) IJNS , vol.10 , pp. 95-106
    • Deng, J.1    Sundararajan, N.2    Saratchandran, P.3
  • 15
    • 84901763634 scopus 로고    scopus 로고
    • Self-adaptive mix of particle swarm methodologies for constrained optimization
    • S.M. Elsayed, R.A. Sarker, and E. Mezura-Montes Self-adaptive mix of particle swarm methodologies for constrained optimization Inform. Sci. 277 2014 216 233
    • (2014) Inform. Sci. , vol.277 , pp. 216-233
    • Elsayed, S.M.1    Sarker, R.A.2    Mezura-Montes, E.3
  • 16
    • 72249094153 scopus 로고    scopus 로고
    • Electric power demand forecasting using interval time series: A comparison between VAR and iMLP
    • C. García-Ascanio, and C. Maté Electric power demand forecasting using interval time series: a comparison between VAR and iMLP Energy Policy 38 2010 715 725
    • (2010) Energy Policy , vol.38 , pp. 715-725
    • García-Ascanio, C.1    Maté, C.2
  • 17
    • 81855190753 scopus 로고    scopus 로고
    • Comparison of complex-and real-valued feedforward neural networks in their generalization ability
    • Springer
    • A. Hirose, and S. Yoshida Comparison of complex-and real-valued feedforward neural networks in their generalization ability Neural Information Processing 2011 Springer 526 531
    • (2011) Neural Information Processing , pp. 526-531
    • Hirose, A.1    Yoshida, S.2
  • 18
    • 84923374513 scopus 로고    scopus 로고
    • Hybrid filter-wrapper feature selection for short-term load forecasting
    • Z. Hu, Y. Bao, T. Xiong, and R. Chiong Hybrid filter-wrapper feature selection for short-term load forecasting Eng. Appl. Artif. Intell. 40 2015 17 27
    • (2015) Eng. Appl. Artif. Intell. , vol.40 , pp. 17-27
    • Hu, Z.1    Bao, Y.2    Xiong, T.3    Chiong, R.4
  • 19
    • 48749112805 scopus 로고    scopus 로고
    • Automatic time series for forecasting: The forecast package for R
    • R.J. Hyndman, and Y. Khandakar Automatic time series for forecasting: the forecast package for R J. Stat. Softw. 26 2007 1 22
    • (2007) J. Stat. Softw. , vol.26 , pp. 1-22
    • Hyndman, R.J.1    Khandakar, Y.2
  • 20
    • 0036565527 scopus 로고    scopus 로고
    • Communication channel equalization using complex-valued minimal radial basis function neural networks
    • D. Jianping, N. Sundararajan, and P. Saratchandran Communication channel equalization using complex-valued minimal radial basis function neural networks IEEE Trans. Neural Networks 13 2002 687 696
    • (2002) IEEE Trans. Neural Networks , vol.13 , pp. 687-696
    • Jianping, D.1    Sundararajan, N.2    Saratchandran, P.3
  • 23
    • 0036691901 scopus 로고    scopus 로고
    • Fully complex multi-layer perceptron network for nonlinear signal processing
    • T. Kim, and T. Adali Fully complex multi-layer perceptron network for nonlinear signal processing J. VLSI Signal Process. 32 2002 29 43
    • (2002) J. VLSI Signal Process. , vol.32 , pp. 29-43
    • Kim, T.1    Adali, T.2
  • 24
    • 79956346745 scopus 로고    scopus 로고
    • Holt's exponential smoothing and neural network models for forecasting interval-valued time series
    • A.L.S. Maia, and F.A.T. de Carvalho Holt's exponential smoothing and neural network models for forecasting interval-valued time series Int. J. Forecast. 27 2011 740 759
    • (2011) Int. J. Forecast. , vol.27 , pp. 740-759
    • Maia, A.L.S.1    De Carvalho, F.A.T.2
  • 25
    • 84914111729 scopus 로고    scopus 로고
    • Type-1 and Type-2 fuzzy logic controller design using a Hybrid PSO-GA optimization method
    • R. Martínez-Soto, O. Castillo, and L.T. Aguilar Type-1 and Type-2 fuzzy logic controller design using a Hybrid PSO-GA optimization method Inform. Sci. 285 2014 35 49
    • (2014) Inform. Sci. , vol.285 , pp. 35-49
    • Martínez-Soto, R.1    Castillo, O.2    Aguilar, L.T.3
  • 26
    • 0037243394 scopus 로고    scopus 로고
    • On the inherent property of the decision boundary in complex-valued neural networks
    • T. Nitta On the inherent property of the decision boundary in complex-valued neural networks Neurocomputing 50 2003 291 303
    • (2003) Neurocomputing , vol.50 , pp. 291-303
    • Nitta, T.1
  • 27
    • 0041833488 scopus 로고    scopus 로고
    • Solving the XOR problem and the detection of symmetry using a single complex-valued neuron
    • T. Nitta Solving the XOR problem and the detection of symmetry using a single complex-valued neuron Neural Networks 16 2003 1101 1105
    • (2003) Neural Networks , vol.16 , pp. 1101-1105
    • Nitta, T.1
  • 29
    • 33847300536 scopus 로고    scopus 로고
    • IMLP: Applying multi-layer perceptrons to interval-valued data
    • A.M.S. Roque, C. Maté, J. Arroyo, and Á. Sarabia iMLP: applying multi-layer perceptrons to interval-valued data Neural Process. Lett. 25 2007 157 169
    • (2007) Neural Process. Lett. , vol.25 , pp. 157-169
    • Roque, A.M.S.1    Maté, C.2    Arroyo, J.3    Sarabia Á.4
  • 30
    • 70249094707 scopus 로고    scopus 로고
    • A fully complex-valued radial basis function network and its learning algorithm
    • R. Savitha, S. Suresh, and N. Sundararajan A fully complex-valued radial basis function network and its learning algorithm Int. J. Neural Syst. 19 2009 253 267
    • (2009) Int. J. Neural Syst. , vol.19 , pp. 253-267
    • Savitha, R.1    Suresh, S.2    Sundararajan, N.3
  • 31
    • 82655172397 scopus 로고    scopus 로고
    • A fully complex-valued radial basis function classifier for real-valued classification problems
    • R. Savitha, S. Suresh, N. Sundararajan, and H. Kim A fully complex-valued radial basis function classifier for real-valued classification problems Neurocomputing 78 2012 104 110
    • (2012) Neurocomputing , vol.78 , pp. 104-110
    • Savitha, R.1    Suresh, S.2    Sundararajan, N.3    Kim, H.4
  • 33
    • 77951139898 scopus 로고    scopus 로고
    • A discrete particle swarm optimization method for feature selection in binary classification problems
    • A. Unler, and A. Murat A discrete particle swarm optimization method for feature selection in binary classification problems Eur. J. Oper. Res. 206 2010 528 539
    • (2010) Eur. J. Oper. Res. , vol.206 , pp. 528-539
    • Unler, A.1    Murat, A.2
  • 34
    • 77954957899 scopus 로고    scopus 로고
    • A heuristic method for learning Bayesian networks using discrete particle swarm optimization
    • T. Wang, and J. Yang A heuristic method for learning Bayesian networks using discrete particle swarm optimization Knowl. Inform. Syst. 24 2010 269 281
    • (2010) Knowl. Inform. Syst. , vol.24 , pp. 269-281
    • Wang, T.1    Yang, J.2
  • 35
    • 84875897462 scopus 로고    scopus 로고
    • New parameter-free simplified swarm optimization for artificial neural network training and its application in the prediction of time series
    • Y. Wei-Chang New parameter-free simplified swarm optimization for artificial neural network training and its application in the prediction of time series IEEE Trans. Neural Networks Learn. Syst. 24 2013 661 665
    • (2013) IEEE Trans. Neural Networks Learn. Syst. , vol.24 , pp. 661-665
    • Wei-Chang, Y.1
  • 36
    • 84876824801 scopus 로고    scopus 로고
    • A hybrid-forecasting model reducing Gaussian noise based on the Gaussian support vector regression machine and chaotic particle swarm optimization
    • Q. Wu, R. Law, E. Wu, and J. Lin A hybrid-forecasting model reducing Gaussian noise based on the Gaussian support vector regression machine and chaotic particle swarm optimization Inform. Sci. 238 2013 96 110
    • (2013) Inform. Sci. , vol.238 , pp. 96-110
    • Wu, Q.1    Law, R.2    Wu, E.3    Lin, J.4
  • 37
    • 84885867678 scopus 로고    scopus 로고
    • Does restraining end effect matter in EMD-based modeling framework for time series prediction? Some experimental evidences
    • T. Xiong, Y. Bao, and Z. Hu Does restraining end effect matter in EMD-based modeling framework for time series prediction? Some experimental evidences Neurocomputing 123 2014 174 184
    • (2014) Neurocomputing , vol.123 , pp. 174-184
    • Xiong, T.1    Bao, Y.2    Hu, Z.3
  • 38
    • 84888287824 scopus 로고    scopus 로고
    • Multiple-output support vector regression with a firefly algorithm for interval-valued stock price index forecasting
    • T. Xiong, Y. Bao, and Z. Hu Multiple-output support vector regression with a firefly algorithm for interval-valued stock price index forecasting Knowl.-Based Syst. 55 2014 87 100
    • (2014) Knowl.-Based Syst. , vol.55 , pp. 87-100
    • Xiong, T.1    Bao, Y.2    Hu, Z.3
  • 39
    • 60849134270 scopus 로고    scopus 로고
    • A two-stage discrete particle swarm optimization for the problem of multiple multi-level redundancy allocation in series systems
    • W.C. Yeh A two-stage discrete particle swarm optimization for the problem of multiple multi-level redundancy allocation in series systems Expert Syst. Appl. 36 2009 9192 9200
    • (2009) Expert Syst. Appl. , vol.36 , pp. 9192-9200
    • Yeh, W.C.1
  • 40
    • 84857608172 scopus 로고    scopus 로고
    • An evolutionary programming based asymmetric weighted least squares support vector machine ensemble learning methodology for software repository mining
    • L. Yu An evolutionary programming based asymmetric weighted least squares support vector machine ensemble learning methodology for software repository mining Inform. Sci. 191 2012 31 46
    • (2012) Inform. Sci. , vol.191 , pp. 31-46
    • Yu, L.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.