系统管理学报2012，Vol.21Issue(1)：120-125,144,7.
基于专家知识的模糊时间序列预测模型及应用
Fuzzy Time Series Forecasting Model based on Expertise and Its Applications in Stock Markets
摘要
Abstract
This paper presents a method for introducing the successful investing expertise into the fuzzy time series model, The model is then used to perform multi-step forecasting of the stock markets. First, the expert's investing experience is transformed into computable variables. These variables or time series, reflecting the market structure, are fuzzified into fuzzy time series. Then, the fuzzy time series model with high-order fuzzy relationships of multi-factors is built to forecast the stock markets. The model is tested by using daily Shanghai Stock Exchange Composite index and Shenzhen Stock Exchange Component index, respectively. The results show that the model does improve the prediction accuracy compared with the benchmark model.关键词
模糊时间序列/专家知识/预测/股票市场Key words
fuzzy time series/ investing expertise/ forecasting/ stock market分类
信息技术与安全科学引用本文复制引用
杨一文,蔺玉佩..基于专家知识的模糊时间序列预测模型及应用[J].系统管理学报,2012,21(1):120-125,144,7.基金项目
国家自然科学基金资助项目(70471026) （70471026）
教育部人文社会科学研究基金规划资助项目(09YJAZH073) （09YJAZH073）
