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題名:混合複數類神經模糊與自動回歸差分平均移動方法之智慧型時間序列預測模型
書刊名:電子商務學報
作者:李俊賢 引用關係江泰緯
作者(外文):Li, ChunshienChiang, Tai-wei
出版日期:2013
卷期:15:1
頁次:頁137-158
主題關鍵詞:複數模糊集合複數模糊類神經系統粒子群最佳化演算法遞迴小平方估計法時間序列預測Complex fuzzy setCFSComplex neuro-fuzzy systemCNFSParticle swarm optimizationPSORecursive least square estimatorRLSETime series forecasting
原始連結:連回原系統網址new window
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  • 被引用次數被引用次數:期刊(2) 博士論文(0) 專書(0) 專書論文(0)
  • 排除自我引用排除自我引用:2
  • 共同引用共同引用:0
  • 點閱點閱:51
期刊論文
1.Tong, H.、Lim, K. S.(1980)。Threshold Autoregression, Limit Cycles and Cyclical Data。Journal of the Royal Statistical Society Series B: Methodological,42(3),245-292。  new window
2.Boyacioglu, M. A.、Avci, D.(2010)。An adaptive network-based fuzzy inference system (ANFIS) for the prediction of stock market return: The case of the Istanbul stock exchange。Expert Systems with Applications,37(12),7908-7912。  new window
3.Castillo, O.、Melin, P.(2002)。Hybrid intelligent systems for time series prediction using neural networks, fuzzy logic, and fractal theory。IEEE Transactions on Neural Networks,13(6),1395-1408。  new window
4.Castro, J. L.(1995)。Fuzzy logic controllers are universal approximators。IEEE Transactions on Systems, Man and Cybernetics, Part A: Systems and Humans,25(4),629-635。  new window
5.Chen, Y.、Yang, B.、Dong, J.、Abraham, A.(2005)。Time-series forecasting using flexible neural tree model。Information Sciences,174(34),219-235。  new window
6.Chen, Z.、Aghakhani, S.、Man, J.、Dick, S.(2011)。ANCFIS: A neurofuzzy architecture employing complex fuzzy sets。IEEE Transactions on Fuzzy Systems,19(2),305-322。  new window
7.Cho, K. B.、Wang, B. H.(1996)。Radial basis function based adaptive fuzzy systems and their applications to system identification and prediction。Fuzzy Sets and Systems,83(3),325-339。  new window
8.Dick, S.(2005)。Toward complex fuzzy logic。IEEE Transactions on Fuzzy Systems,13(3),405-414。  new window
9.Hengjie, S.、Chunyan, M.、Roel, W.、Zhiqi, S.、Catthoor, F.(2010)。Implementation of fuzzy cognitive maps based on fuzzy neural network and application in prediction of time series。IEEE Transactions on Fuzzy Systems,18(2),233-250。  new window
10.Huwendiek, O.、Brockmann, W.(1999)。Function approximation with decomposed fuzzy systems。Fuzzy Sets and Systems,101(2),273-286。  new window
11.Kasabov, N. K.、Qun, S.(2002)。DENFIS: Dynamic evolving neural-fuzzy inference system and its application for time-series prediction。IEEE Transactions on Fuzzy Systems,10(2),144-154。  new window
12.Li, C.、Chiang, T. W.(2011)。Complex fuzzy model with PSO-RLSE hybrid learning approach to function approximation。International Journal of Intelligent Information and Database Systems,5(4),409-430。  new window
13.Ramot, D.、Friedman, M.、Kandel, A.、Milo, R.(2002)。Complex fuzzy sets。IEEE Transactions on Fuzzy Systems,10(2),171-186。  new window
14.Ramot, D.、Friedman, M.、Langholz, G.、Kandel, A.(2003)。Complex fuzzy logic。IEEE Transactions on Fuzzy Systems,11(4),450-461。  new window
15.Tung, W. L.、Quek, C.(2011)。Financial volatility trading using a self-organising neuralfuzzy semantic network and option straddle-based approach。Expert Systems with Applications,38(5),4668-4688。  new window
16.Wang, L. X.、Mendel, J. M.(1992)。Fuzzy basis functions, universal approximation, and orthogonal least-squares learning。IEEE Transactions on Neural Networks,3(5),807-814。  new window
17.Zhang, G.、Dillon, T. S.、Cai, K. Y.、Ma, J.、Lu, J.(2009)。Operation properties and dequalities of complex fuzzy sets。International Journal of Approximate Reasoning,50(8),1227-1249。  new window
18.Lu, C.-J.、Lee, T.-S.、Chiu, C.-C.(2009)。Financial time series forecasting using independent component analysis and support vector regression。Decision Support Systems,47(2),115-125。  new window
19.Cao, L.(2003)。Support vector machines experts for time series forecasting。Neurocomputing,51,321-339。  new window
20.Jang, J. S. Roger(1993)。ANFIS: Adaptive-network-based fuzzy inference system。IEEE Transactions on Systems, Man, and Cybernetics,23(3),665-685。  new window
21.Hornik, Kurt、Stinchcombe, Maxwell、White, Halbert(1989)。Multilayer Feedforward Networks Are Universal Approximators。Neural Networks,2(5),359-366。  new window
22.Li, C.、Chiang, T.-W.(2011)。Complex fuzzy computing to time series prediction - a multi-swarm PSO learning approach。Lecture Notes in Computer Science,6592,242-251。  new window
23.Li, C.、Chiang, T.W.(2010)。Complex neuro-fuzzy self-learning approach to function approximation。Lecture Notes in Artificial Intelligence,5991,289-299。  new window
會議論文
1.Cholewo, T. J.、Zurada, J. M.(1997)。Sequential network construction for time series prediction。Proceedings of the IEEE International Joint Conference on Neural Networks。Houston, Texas, USA。  new window
2.Deng, Y. F.、Jin, X.、Zhong, Y. X.(2005)。Ensemble SVR for prediction of time series。Fourth International Conference on Machine Learning and Cybernetics。Guangzhou, China。  new window
3.Eberhart, R. C.、Kennedy, J.(1995)。A New Optimizer Using Particle Swarm Theory。The Sixth International Symposium on Micro Machine and Human Science。Nagoya。39-43。  new window
4.Kennedy, James、Eberhart, Russell C.(1995)。Particle swarm optimization。1995 IEEE International Conference on Neural Networks,(會議日期: 27 Nov.-1 Dec. 1995)。IEEE Service Center。1942-1948。  new window
圖書
1.Ljung, L.、Ljung, E.(1987)。System identification: Theory for the user。Englewood Cliffs, NJ:Prentice-Hall。  new window
2.Theil, H.(1958)。Economic Forecasts and Policy。Amsterdam:North-Holland Publishing Co.。  new window
3.Tsay, R. S.(2005)。Analysis of financial time series。Hoboken, NJ:Wiley-Interscience。  new window
4.Wooldridge, Jeffrey M.(2006)。Introductory Econometrics: A Modern Approach。Thomson South-Western。  new window
5.Lewis, C. D.(1982)。Industrial and Business Forecasting Method。London:Butterworths。  new window
6.Box, G. E. P.、Jenkins, G. M.、Reinsel, G. C.(1976)。Time Series Analysis: Forecasting and Control。San Francisco:Holden-Day。  new window
其他
1.Hyndman, R. J.(2011)。Time series data library, physics, Wolf '€™s sunspot numbers,http://www-personal.buseco.monash.edu.au/hyndman/TSDL/, 2010/06/01。  new window
2.Yahoo! Finance(2011)。Nikkei 225 Stock Index,http://finance.yahoo.com/q?s^N225, 2011/06/05。  new window
 
 
 
 
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