Robust short term prediction using combination of linear regression and modified probabalistic neural network model

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dc.contributor.author Jan, Tony en_US
dc.contributor.editor Liu, j; Cheung, Y; Yin, H en_US
dc.date.accessioned 2009-11-09T05:39:14Z
dc.date.available 2009-11-09T05:39:14Z
dc.date.issued 2003 en_US
dc.identifier 2003002147 en_US
dc.identifier.citation Jan Tony 2003, 'Robust short term prediction using combination of linear regression and modified probabalistic neural network model', IEEE press, Canada, pp. 1-4. en_US
dc.identifier.issn 0-7803-7899-7 en_US
dc.identifier.other E1 en_US
dc.identifier.uri http://hdl.handle.net/10453/3165
dc.description.abstract In many business applications, accurate short term prediction is vital for survival. Many different techniques have been applied to model business data in order to produce accurate prediction. Artificial neural network (ANN) have shown excellent potential however it requires better extrapolation capacity in order to provide reliable prediction. In this paper, a combination of piecewise linear regression model in parallel with general regression neural network is introduced for short term financial prediction. The experiment shows that the proposed hybrid model achieves superior prediction performance compared to the conventional prediction techniques such as the multilayer perceptron (MLP) or Volterra series based prediction. en_US
dc.publisher IEEE press en_US
dc.relation.isbasedon http://dx.doi.org/10.1109/IJCNN.2003.1223953 en_US
dc.title Robust short term prediction using combination of linear regression and modified probabalistic neural network model en_US
dc.parent IEEE Joint Conference on Neural Networks (IJCNN) en_US
dc.journal.number en_US
dc.publocation Canada en_US
dc.identifier.startpage 1 en_US
dc.identifier.endpage 4 en_US
dc.cauo.name FEIT.School of Computing and Communications en_US
dc.conference Verified OK en_US
dc.conference.location Portland, USA en_US
dc.for 080108 en_US
dc.personcode 020524 en_US
dc.percentage 40 en_US
dc.classification.name Neural, Evolutionary and Fuzzy Computation en_US
dc.classification.type FOR-08 en_US
dc.custom IEEE International Joint Conference on Neural Networks en_US
dc.date.activity 20030720 en_US
dc.location.activity Portland, USA en_US
dc.description.keywords extrapolation financial data processing neural nets probability en_US
dc.staffid 020524 en_US


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