Optimal partition algorithm of the RBF neural network and its application to financial time series forecasting
文献类型：期刊论文
| 作者 | Sun, YF; Liang, YC; Zhang, WL; Lee, HP; Lin, WZ; Cao, LJ |
| 刊名 | NEURAL COMPUTING & APPLICATIONS
 |
| 出版日期 | 2005-04-01 |
| 卷号 | 14期号:1页码:36-44 |
| 关键词 | optimal partition algorithm financial time series ordered samples radial basis function neural network stock price prediction |
| ISSN号 | 0941-0643 |
| DOI | 10.1007/s00521-004-0439-7 |
| 英文摘要 | A novel neural-network-based method of time series forecasting is presented in this paper. The method combines the optimal partition algorithm (OPA) with the radial basis function (RBF) neural network. OPA for ordered samples is used to perform the clustering for the samples. The centers and widths of the RBF neural network are determined based on the clustering. The difference of the objective functions of the clustering is used to adjust the structure of the neural network dynamically. Thus, the number of the hidden nodes is selected adaptively. The method is applied to stock price prediction. The results of numerical simulations demonstrate the effectiveness of the method. Comparisons with the hard c-means (HCM) algorithm show that the proposed OPA method possesses obvious advantages in the precision of forecasting, generalization, and forecasting trends. Simulations also show that the OPA-orthogonal least squares (OPA-OLS) algorithm, which combines OPA with the OLS algorithm, results in better performance for forecasting trends. |
| WOS研究方向 | Computer Science |
| 语种 | 英语 |
| WOS记录号 | WOS:000228978000005 |
| 出版者 | SPRINGER |
| 源URL | [http://119.78.100.204/handle/2XEOYT63/10132]  |
| 专题 | 中国科学院计算技术研究所期刊论文_英文 |
| 通讯作者 | Liang, YC |
| 作者单位 | 1.Inst High Performance Comp, Singapore 117528, Singapore 2.Jilin Univ, Coll Comp Sci & Technol, Changchun 130012, Peoples R China 3.Chinese Acad Sci, Inst Comp Technol, Key Lab Intelligent Informat Proc, Beijing 100080, Peoples R China |
| 推荐引用方式 GB/T 7714 | Sun, YF,Liang, YC,Zhang, WL,et al. Optimal partition algorithm of the RBF neural network and its application to financial time series forecasting[J]. NEURAL COMPUTING & APPLICATIONS,2005,14(1):36-44. |
| APA | Sun, YF,Liang, YC,Zhang, WL,Lee, HP,Lin, WZ,&Cao, LJ.(2005).Optimal partition algorithm of the RBF neural network and its application to financial time series forecasting.NEURAL COMPUTING & APPLICATIONS,14(1),36-44. |
| MLA | Sun, YF,et al."Optimal partition algorithm of the RBF neural network and its application to financial time series forecasting".NEURAL COMPUTING & APPLICATIONS 14.1(2005):36-44. |
入库方式： OAI收割
来源：计算技术研究所
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