A hybrid forecasting approach using ARIMA models and self-organising fuzzy neural networks for capital markets.
Scott McDonaldSonya A. ColemanT. Martin McGinnityYuhua LiPublished in: IJCNN (2013)
Keyphrases
- fuzzy neural network
- hybrid model
- prediction model
- probabilistic model
- short term
- autoregressive integrated moving average
- exponential smoothing
- arima model
- membership functions
- data mining
- neural network model
- moving average
- design methodology
- evolutionary algorithm
- knowledge base
- artificial intelligence
- learning algorithm