# COMPARING PERFORMANCE RESULTS USING NEWFM AND STATISTICAL METHOD

### Sang-Hong Lee, Dong-Kun Shin, Joon S. Lim

#### 2009

#### 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.

#### References

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- Kyoung-jae Kim, “Financial time series forecasting using support vector machines,” Neurocomputing 55, pp. 307-309, 2003
- J. S. Lim, T-W Ryu, H-J Kim, and Sudhir Gupta, “Feature Selection for Specific Antibody Deficiency Syndrome by Neural Network with Weighted Fuzzy Membership Functions,” FSKD 2005 (LNCS 3614), pp. 811-820, Springer-Verlag, Aug. 2005.
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- Joon S. Lim, "Finding Features for Real-Time Premature Ventricular Contraction Detection Using a Fuzzy Neural Network System", IEEE Trans. on Neural Networks, VOL. 20, No. 3, pp. 522-527, MARCH 2009.

#### Paper Citation

#### in Harvard Style

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

#### in Bibtex Style

@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},

}

#### in EndNote Style

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