计算机工程与应用2017,Vol.53Issue(11):161-166,6.DOI:10.3778/j.issn.1002-8331.1603-0013
改进的C4.5算法在期货数据挖掘中的研究
Research on improved C4.5 algorithm in futures data mining
摘要
Abstract
When decision tree of futures forecasting is constructed by the method of current C4.5 algorithm, there exist drawbacks about low forecast accuracy, and prediction model is utilized difficultly. Therefore, it creates an C4.5-K algo-rithm oriented to futures data, in which a new parameter K is introduced, property metric information gain ratio is adjust-ed, and prediction model of decision tree is built for prediction in C4.5 algorithm. Experimental results demonstrate that the improved algorithm can enhance the capacity for futures forecasting effectively.关键词
C4.5算法/决策树/期货预测/数据挖掘Key words
C4. 5 algorithm/decision tree/futures prediction/data mining分类
信息技术与安全科学引用本文复制引用
陈磊,何国辉..改进的C4.5算法在期货数据挖掘中的研究[J].计算机工程与应用,2017,53(11):161-166,6.基金项目
国家自然科学基金(No.61372193) (No.61372193)
广东省自然科学基金(No.S2013010013311) (No.S2013010013311)
广东省特色创新类项目(No.2015KTSCX145). (No.2015KTSCX145)