Full metadata record
DC FieldValueLanguage
dc.contributorDepartment of Computingen_US
dc.creatorLai, Leung-
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.educationalLevelAll Masteren_US
dcterms.LCSHHong Kong Polytechnic University -- Dissertationsen_US
dcterms.LCSHTime-series analysisen_US
dcterms.LCSHPrediction theoryen_US
dcterms.accessRightsrestricted accessen_US

Files in This Item:
File Description SizeFormat 
b17452247.pdfFor All Users (off-campus access for PolyU Staff & Students only)4.1 MBAdobe PDFView/Open

Copyright Undertaking

As a bona fide Library user, I declare that:

  1. I will abide by the rules and legal ordinances governing copyright regarding the use of the Database.
  2. I will use the Database for the purpose of my research or private study only and not for circulation or further reproduction or any other purpose.
  3. I agree to indemnify and hold the University harmless from and against any loss, damage, cost, liability or expenses arising from copyright infringement or unauthorized usage.

By downloading any item(s) listed above, you acknowledge that you have read and understood the copyright undertaking as stated above, and agree to be bound by all of its terms.

Show simple item record

Please use this identifier to cite or link to this item: https://theses.lib.polyu.edu.hk/handle/200/1207