| Author: | Lai, Leung |
| Title: | Prediction based on inter-relationship among different series of sequential events |
| Degree: | M.Sc. |
| Year: | 2003 |
| Subject: | Hong Kong Polytechnic University -- Dissertations Time-series analysis Prediction theory |
| Department: | Department of Computing |
| Pages: | 155 leaves : ill. ; 30 cm |
| Language: | English |
| Abstract: | In the study of this dissertation, inter-relationship among sequential events in a number of series is dealt with. The testing data being in use are stock indexes of the following seven stock exchanges: - Hang Seng Index - NYSE composite - NASDAQ 100 - Dow Jones Industrials - FTSE 100 - NIKKEI 225 Stock Average - S&P 500 Composite This study is to find out the association between the fall / rise of an index and the previous fall / rise of different indexes. Using the discovered results, predictions of the fall / rise of upcoming indexes are performed based on the previous fall / rise of different indexes. For deciding whether an association exists between two events (fall / rise of an index), adjusted residual is employed. For better mining result, fuzzy data mining is performed. Fuzzification transformation is applied on the change ratio of the stock indexes. And, a Fuzzy Inference System is used for applying the mining results. Mamdani Inference System is employed in this study. For comparison on performance, Time Series Analysis is employed. |
| Rights: | All rights reserved |
| Access: | restricted access |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| b17452247.pdf | For All Users (off-campus access for PolyU Staff & Students only) | 4.1 MB | Adobe PDF | View/Open |
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