Neural network revisited: perception on modified Poincare map of financial time-series data

被引：4
|
作者：
Situngkir, H [1 ]
Surya, Y [1 ]
机构：
[1] Bandung Fe Inst, Dept Computat Sociol, Bandung 40161, Indonesia
来源：
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS | 2004年 / 344卷 / 1-2期
关键词：
neural network; prediction; poincare map; time series;
D O I：
10.1016/j.physa.2004.06.095
中图分类号：
O4 [物理学];
学科分类号：
0702 ;
摘要：
Artificial Neural Network Model for prediction of time-series data is revisited on analysis of the Indonesian stock-exchange data. We introduce the use of Multi-Layer Perceptron to percept the modified Poincare map of the given financial time-series data. The modified Poincare map is believed to become the pattern of the data that transforms the data in time-t versus the data in time-t + I graphically. We built the Multi-Layer Perceptron to percept and demonstrate predicting of the data for specific stock-exchange in Indonesia. (C) 2004 Elsevier B.V. All rights reserved.
引用
收藏
页码：100 / 103
页数：4
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