Particle swarm optimization of ensemble neural networks with fuzzy aggregation for time series prediction of the Mexican Stock Exchange

DOI10.1016/j.ins.2014.05.006zbMath1359.62464WikidataQ58488461 ScholiaQ58488461MaRDI QIDQ507625

Oscar Castillo, Patricia Melin, Martha Pulido

Publication date: 7 February 2017

Published in: Information Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ins.2014.05.006

zbMATH Keywords

time series prediction; particle swarm optimization; ensemble neural network

Mathematics Subject Classification ID

62M20: Inference from stochastic processes and prediction

62P05: Applications of statistics to actuarial sciences and financial mathematics

90C59: Approximation methods and heuristics in mathematical programming

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Uses Software

• itsmr

Cites Work

• A simple method of forecasting based on fuzzy time series
• Predicting a chaotic time series using a fuzzy neural network
• Applications of type-2 fuzzy logic systems to forecasting of time-series
• Practical Optimization
• Introduction to Time Series and Forecasting
• Operations on type-2 fuzzy sets
• Effective lengths of intervals to improve forecasting in fuzzy time series
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