DocumentCode
3082362
Title
A neural network based time series forecasting system
Author
Kozarzewski, Bohdan
Author_Institution
Univ. of Inf. Technol. & Manage., Rzeszów, Poland
fYear
2010
fDate
13-15 May 2010
Firstpage
59
Lastpage
62
Abstract
Neural network based system is proposed as a tool supporting time series forecasting. Wavelets analysis is suggested for raw data preprocessing. The preprocessed data are fed into SOM neural networks for clustering. The system has been tested as a tool supporting stock market investment decisions and shows good prediction accuracy of the method. However effectiveness, measured by income from shares trading according to the system, is not satisfactory to the same extend.
Keywords
forecasting theory; investment; self-organising feature maps; stock markets; time series; SOM neural networks; shares trading; stock market investment; time series forecasting system; wavelets analysis; Artificial neural networks; Autocorrelation; Data preprocessing; Economic forecasting; Information technology; Investments; Neural networks; Stock markets; Technology forecasting; Time series analysis; Artificial neural networks; stock market prediction; wavelets decomposition;
fLanguage
English
Publisher
ieee
Conference_Titel
Human System Interactions (HSI), 2010 3rd Conference on
Conference_Location
Rzeszow
Print_ISBN
978-1-4244-7560-5
Type
conf
DOI
10.1109/HSI.2010.5514591
Filename
5514591
Link To Document