scholarly journals A Multivariate Fuzzy Time Series Resource Forecast Model for Clouds using LSTM and Data Correlation Analysis

2018 ◽  
Vol 126 ◽  
pp. 636-645 ◽  
Author(s):  
Nhuan Tran ◽  
Thang Nguyen ◽  
Binh Minh Nguyen ◽  
Giang Nguyen
2013 ◽  
Vol 694-697 ◽  
pp. 3488-3491 ◽  
Author(s):  
Ming Tao Chou ◽  
Chien Chang Chou

The article used a fuzzy time series model to analyze the relationship between the Taiwans ore tramp carrier cargo and the blast furnace plant in Taiwan. Finally, the proposed fuzzy time series model is applied to an empirical study in Taiwan. The results show that the proposed fuzzy time series forecast model produces a lower forecast error. That indicates it is an appropriate forecast tool.


2011 ◽  
Vol 3 (9) ◽  
pp. 562-566
Author(s):  
Ramin Rzayev ◽  
◽  
Musa Agamaliyev ◽  
Nijat Askerov

2013 ◽  
Vol 5 (1) ◽  
pp. 26-30
Author(s):  
Seng Hansun

Jaringan saraf tiruan merupakan salah satu metode soft computing yang banyak digunakan dan diterapkan di berbagai disiplin ilmu, termasuk analisis data runtun waktu. Tujuan utama dari analisis data runtun waktu adalah untuk memprediksi data runtun waktu yang dapat digunakan secara luas dalam berbagai data runtun waktu real, termasuk data harga saham. Banyak peneliti yang telah berkontribusi dalam analisis data runtun waktu dengan menggunakan berbagai pendekatan berbeda. Chen dan Hsu, Jilani dkk., Stevenson dan Porter, dan Hansun telah menggunakan metode fuzzy time series untuk meramalkan data mendatang, sementara beberapa peneliti lainnya menggunakan metode hibrid, seperti yang dilakukan oleh Subanar dan Suhartono, Popoola dkk, Popoola, Hansun dan Subanar. Di dalam penelitian ini, penulis mencoba untuk menerapkan metode jaringan saraf tiruan backpropagation pada salah satu indikator perubahan harga saham, yakni IHSG (Indeks Harga Saham Gabungan). Penelitian dilanjutkan dengan menghitung tingkat akurasi dan kehandalan metode yang telah diterapkan pada data IHSG. Pendekatan ini diharapkan dapat menjadi salah satu cara alternatif dalam meramalkan data IHSG sebagai salah satu indikator perubahan harga saham di Indonesia. Kata kunci—jaringan saraf tiruan, backpropagation, analisis data runtun waktu, soft computing, IHSG


Author(s):  
Petrônio Cândido de Lima e Silva ◽  
Patrícia de Oliveira e Lucas ◽  
Frederico Gadelha Guimarães

Author(s):  
Tiago Boechel ◽  
Lucas Micol Policarpo ◽  
Gabriel de Oliveira Ramos ◽  
Rodrigo da Rosa Righi

Author(s):  
Carlos A. Severiano ◽  
Petrônio de Cândido de Lima e Silva ◽  
Miri Weiss Cohen ◽  
Frederico Gadelha Guimarães

Entropy ◽  
2021 ◽  
Vol 23 (6) ◽  
pp. 731
Author(s):  
Mengxia Liang ◽  
Xiaolong Wang ◽  
Shaocong Wu

Finding the correlation between stocks is an effective method for screening and adjusting investment portfolios for investors. One single temporal feature or static nontemporal features are generally used in most studies to measure the similarity between stocks. However, these features are not sufficient to explore phenomena such as price fluctuations similar in shape but unequal in length which may be caused by multiple temporal features. To research stock price volatilities entirely, mining the correlation between stocks should be considered from the point view of multiple features described as time series, including closing price, etc. In this paper, a time-sensitive composite similarity model designed for multivariate time-series correlation analysis based on dynamic time warping is proposed. First, a stock is chosen as the benchmark, and the multivariate time series are segmented by the peaks and troughs time-series segmentation (PTS) algorithm. Second, similar stocks are screened out by similarity. Finally, the rate of rising or falling together between stock pairs is used to verify the proposed model’s effectiveness. Compared with other models, the composite similarity model brings in multiple temporal features and is generalizable for numerical multivariate time series in different fields. The results show that the proposed model is very promising.


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