DocumentCode :
2805184
Title :
Approach to solution of the task of attribute space formation with the time series prediction based on cluster analysis
Author :
Kondratiuk, O. ; Yudin, S. ; Krisilov, V.
Author_Institution :
Inst. of Comput. Syst., Odesa Nat. Polytech. Univ., Odessa
fYear :
2008
fDate :
18-21 May 2008
Firstpage :
1
Lastpage :
4
Abstract :
The article is devoted to investigation of the problem of input attribute space formation for solution of the task of financial time series prediction with application of artificial neural networks. The new approach to solve this task is offered which is based on cluster analyses application. Artificial neural network of Kokhonen is applied as an instrument of cluster analyses. Comparison of the proposed approach with the well-known approaches to solution of this task is represented. Clustering quality coefficients and class recognition reliability are proposed. The efficiency of the offered approach with the financial time series prediction is experimentally proved, and namely, reduction of time for analyses and increase of reliability of the prediction obtained. Prospects for further development of this research trend are defined.
Keywords :
financial data processing; neural nets; time series; Kohonen map; artificial neural network; attribute space formation; cluster analysis; financial time series prediction; Application software; Artificial neural networks; Computer network reliability; Computer networks; Information analysis; Information technology; Instruments; Multilayer perceptrons; Space technology; Time series analysis;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Information Technology, 2008. IT 2008. 1st International Conference on
Conference_Location :
Gdansk
Print_ISBN :
978-1-4244-2244-9
Electronic_ISBN :
978-1-4244-2245-6
Type :
conf
DOI :
10.1109/INFTECH.2008.4621676
Filename :
4621676
Link To Document :
بازگشت