Financial time series forecasting using rough sets with time-weighted rule voting.
Mariusz PodsiadloHenryk RybinskiPublished in: Expert Syst. Appl. (2016)
Keyphrases
- rough sets
- financial time series forecasting
- rule induction
- rough set theory
- decision rules
- fuzzy sets
- financial time series
- rough sets theory
- attribute reduction
- granular computing
- rule generation
- rule sets
- data mining
- soft computing
- information entropy
- support vector regression
- data analysis
- dominance relation
- attribute set
- continuous valued attributes
- classification rules
- concept lattice
- association rules
- approximation spaces
- artificial intelligence
- decision table
- non stationary
- fuzzy logic
- pattern recognition
- neural network