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dc.contributorDepartment of Computingen_US
dc.creatorLai, Leung-
dc.identifier.urihttps://theses.lib.polyu.edu.hk/handle/200/1207-
dc.languageEnglishen_US
dc.publisherHong Kong Polytechnic University-
dc.rightsAll rights reserveden_US
dc.titlePrediction based on inter-relationship among different series of sequential eventsen_US
dcterms.abstractIn 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.en_US
dcterms.extent155 leaves : ill. ; 30 cmen_US
dcterms.issued2003en_US
dcterms.educationalLevelAll Masteren_US
dcterms.educationalLevelM.Sc.en_US
dcterms.LCSHHong Kong Polytechnic University -- Dissertationsen_US
dcterms.LCSHTime-series analysisen_US
dcterms.LCSHPrediction theoryen_US
dcterms.accessRightsrestricted accessen_US

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