Fuzzy forecasting with DNA computing

Don Jyh Fu Jeng, Junzo Watada, Berlin Wu, Jui-Yu Wu

Research output: Chapter in Book/Report/Conference proceedingConference contribution

9 Citations (Scopus)

Abstract

There are many forecasting techniques including: exponential smoothing, ARIMA model, GARCH model, neural networks and genetic algorithm, etc. Since financial time series may be influenced by many factors, conventional model based techniques and hard computing methods seem inadequate in the prediction. Those methods, however, have their drawbacks and advantages. In recent years, the innovation and improvement of forecasting techniques have caught more attention, and also provides indispensable information in decision-making process. In this paper, a new forecasting technique, named DNA forecasting, is developed. This may be of use to a nonlinear time series forecasting. The methods combined the mathematical, computational, and biological sciences. In the empirical study, we demonstrated a novel approach to forecast the exchange rates through DNA. The mean absolute forecasting accuracy method is defined and used in evaluating the performance of linguistic forecasting. The comparison with ARIMA model is also illustrated.

Original languageEnglish
Title of host publicationLecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)
Pages324-336
Number of pages13
Volume4287 LNCS
DOIs
Publication statusPublished - 2006
Event12th International Meeting on DNA Computing, DNA12 - Seoul, Korea, Republic of
Duration: Jun 5 2006Jun 9 2006

Publication series

NameLecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)
Volume4287 LNCS
ISSN (Print)03029743
ISSN (Electronic)16113349

Other

Other12th International Meeting on DNA Computing, DNA12
CountryKorea, Republic of
CitySeoul
Period6/5/066/9/06

ASJC Scopus subject areas

  • Computer Science(all)
  • Theoretical Computer Science

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  • Cite this

    Jeng, D. J. F., Watada, J., Wu, B., & Wu, J-Y. (2006). Fuzzy forecasting with DNA computing. In Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics) (Vol. 4287 LNCS, pp. 324-336). (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics); Vol. 4287 LNCS). https://doi.org/10.1007/11925903_25