Fuzzy forecasting with DNA computing

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

研究成果: 書貢獻/報告類型會議貢獻

8 引文 斯高帕斯(Scopus)

摘要

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.
原文英語
主出版物標題Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)
頁面324-336
頁數13
4287 LNCS
DOIs
出版狀態已發佈 - 2006
事件12th International Meeting on DNA Computing, DNA12 - Seoul, 大韓民國
持續時間: 六月 5 2006六月 9 2006

出版系列

名字Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)
4287 LNCS
ISSN(列印)03029743
ISSN(電子)16113349

其他

其他12th International Meeting on DNA Computing, DNA12
國家大韓民國
城市Seoul
期間6/5/066/9/06

ASJC Scopus subject areas

  • Computer Science(all)
  • Theoretical Computer Science

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  • 引用此

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