模糊類神經系統於股市股價預測之應用 林國平、白炳豐
E-mail: 9223305@mail.dyu.edu.tw
摘 要
橢圓形模糊系統(ellipsoidal fuzzy system, EFS)為一可加模糊系統(additive fuzzy system)，具有非監督式(unsupervised)學習與監 督式(supervised)學習之功能，此模式已成功的應用於控制系統與型態辨識(pattern recognition)問題之研究。本研究將以橢圓 形模糊系統為基礎，利用可加模糊系統對不確定問題之趨近(approximating)能力，並以非監督式群聚(clustering)資料與監督 式調整(tune)資料的特性，採用共軛梯度(scale conjugate gradient)之監督式學習法則，以預測股票市場之股價，結果顯示橢 圓形模糊系統於預測短期股價表現較其他三種現有之方法好。
關鍵詞 : 橢圓模糊系統，可加模糊系，非監督式學習，監督式學習，共軛梯度學習法。
目錄
第一章 緒論………..………..1 1.1研究背景與動機………...……….…….1 1.2研究目的及方法………...…………...…….1 1.3研究資料………...……....……2 1.4研究架構
………...………..…3 第二章 文獻探討………..………..5 2.1傳統預測方 法………...………..5 2.2模糊預測………...………….….8 2.2.1輸入資料為模糊資料
………..….8 2.2.2輸入資料為明確資料………..…….9 2.3類神經預測方法………
………...11 2.4模糊類神經預測方法………..………...14 第三章 研究方法與流程………..
………..20 3.1可加模糊系統………...21 3.2非監督式學習………
………...23 3.3監督式學習………...25 第四章 預測股價實例………
………....27 4.1預測公司股價實例一………...27 4.2預測公司股價實例二………
…………...43 4.3預測公司股價實例三………...51 4.4實例結果分析與討論………
……...59 4.4.1實例一結果分析與討論………...60 4.4.2實例二結果分析與討論………
…...63 4.4.3實例三結果分析與討論………...65 第五章 結論及末來研究方向………
…....68 5.1結論………...68 5.2末來研究方向……….……..69 5.2.1.應用Fuzzy Support Vector Machine於預測問題..69 5.2.2Rough Set與Support Vector Machine結合……....70 參考文獻…
………....71 附錄……….…...80 參考文獻
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