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Authors: Sang-Hong Lee 1 ; Dong-Kun Shin 2 and Joon S. Lim 3

Affiliations: 1 Division of Software, Kyungwon University, Korea, Republic of ; 2 Sahmyook University, Korea, Republic of ; 3 Kyungwon University, Korea, Republic of

ISBN: 978-989-674-010-8

ISSN: 2184-2833

Keyword(s): Fuzzy Neural Networks, Feature Selection, Principal Component Analysis, KOSPI

Related Ontology Subjects/Areas/Topics: Artificial Intelligence ; Biomedical Engineering ; Computational Intelligence ; Decision Support Systems ; Enterprise Software Technologies ; Evolutionary Computing ; Expert Systems ; Health Information Systems ; Knowledge Discovery and Information Retrieval ; Knowledge Engineering and Ontology Development ; Knowledge-Based Systems ; Machine Learning ; Soft Computing ; Software Engineering ; Symbolic Systems

Abstract: This paper proposes stock forecasting using a principal component analysis (PCA) and a non-overlap area distribution measurement method based on a neural network with weighted fuzzy membership functions (NEWFM). The non-overlap area distribution measurement method selects the minimum number of four input features with the highest performance result from 12 initial input features by removing the worst input features one by one. PCA is a vector space transform often used for reducing multidimensional data sets to lower dimensions for analysis. The seven dimensional data sets with the highest performance result are extracted by PCA. The highest performance results in a non-overlap area distribution measurement method and PCA are 58.35% as the same results.

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Paper citation in several formats:
Lee, S.; Shin, D. and Lim, J. (2009). COMPARING PERFORMANCE RESULTS USING NEWFM AND STATISTICAL METHOD.In Proceedings of the 4th International Conference on Software and Data Technologies - Volume 2: ICSOFT, ISBN 978-989-674-010-8, pages 353-356. DOI: 10.5220/0002252103530356

@conference{icsoft09,
author={Sang{-}Hong Lee. and Dong{-}Kun Shin. and Joon S. Lim.},
title={COMPARING PERFORMANCE RESULTS USING NEWFM AND STATISTICAL METHOD},
booktitle={Proceedings of the 4th International Conference on Software and Data Technologies - Volume 2: ICSOFT,},
year={2009},
pages={353-356},
publisher={SciTePress},
organization={INSTICC},
doi={10.5220/0002252103530356},
isbn={978-989-674-010-8},
}

TY - CONF

JO - Proceedings of the 4th International Conference on Software and Data Technologies - Volume 2: ICSOFT,
TI - COMPARING PERFORMANCE RESULTS USING NEWFM AND STATISTICAL METHOD
SN - 978-989-674-010-8
AU - Lee, S.
AU - Shin, D.
AU - Lim, J.
PY - 2009
SP - 353
EP - 356
DO - 10.5220/0002252103530356

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