Forecasting shanghai composite index based on fuzzy time series and improved C-fuzzy decision trees.
Wangren QiuXiaodong LiuLidong WangPublished in: Expert Syst. Appl. (2012)
Keyphrases
- fuzzy decision trees
- fuzzy sets
- stock market
- garch model
- fuzzy rules
- financial time series
- decision trees
- weather forecasting
- forecasting accuracy
- short term
- stock exchange
- fuzzy logic
- subsequence matching
- neuro fuzzy
- membership functions
- long term
- bp neural network
- fuzzy comprehensive evaluation model
- exponential smoothing
- real estate
- hybrid model
- non stationary
- knowledge base
- dynamic time warping
- forecasting model
- fuzzy clustering
- index structure
- moving average
- evolutionary algorithm
- artificial neural networks
- pattern recognition
- arima model
- feature extraction
- neural network