Fuzzy Economic Review最新文献_第10页

A TIME SERIES KNOWLEDGE MINING FRAMEWORK EXPLOITING THE SYNERGY BETWEEN SUBSEQUENCE CLUSTERING AND PREDICTIVE MARKOVIAN MODELS 一个利用子序列聚类和预测马尔可夫模型之间协同作用的时间序列知识挖掘框架

Fuzzy Economic Review Pub Date : 2009-01-01 DOI: 10.25102/FER.2009.01.03

V. Georgescu

{"title":"A TIME SERIES KNOWLEDGE MINING FRAMEWORK EXPLOITING THE SYNERGY BETWEEN SUBSEQUENCE CLUSTERING AND PREDICTIVE MARKOVIAN MODELS","authors":"V. Georgescu","doi":"10.25102/FER.2009.01.03","DOIUrl":"https://doi.org/10.25102/FER.2009.01.03","url":null,"abstract":"This paper proposes a time series knowledge mining framework, designed to favor the synergy between subsequence time series clustering and predictive tools such as Hidden Markov Models. Many tasks for temporal data mining rely heavily on the choice of the representation scheme and the dissimilarity measure. The first part is concerned with detailed representation taxonomy for numeric and symbolic time series and comprehensive categorization of distance measures. Subsequence time series clustering methods with a sliding window are addressed in the second part and a generalization of Fuzzy C-Means algorithm based on the dynamic time warping distance is proposed as a very effective solution. This involves a shape-based distance tolerant to phase shifts in time or accelerations/decelerations along the time axis. It also allows to determine the degree to which set-defined objects, such as subsequence time series and their cluster centroids (similar in nature) differ from each other. In the third part we discuss the integration of clustering algorithms with probabilistic predictive tools, such as discrete Markov chains or hidden Markov models. We apply these techniques to clustering of non-overlapping sequences extracted from Standard and Poor’s 500 stock index historical data and we suggest different integrations with markovian models to improve the predictive power","PeriodicalId":38703,"journal":{"name":"Fuzzy Economic Review","volume":"14 1","pages":"41-66"},"PeriodicalIF":0.0,"publicationDate":"2009-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"69288588","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 2

AN ANALYSIS OF MONTHLY EFFECTS IN THE SPANISH STOCK MARKET USING ARTIFICIAL NEURAL NETWORKS 用人工神经网络分析西班牙股市的月度效应

Fuzzy Economic Review Pub Date : 2009-01-01 DOI: 10.25102/FER.2009.01.02

M. T. S. Forradellas, D. R. Sarrió

引用次数: 2

Value Creation For The Shareholder From The Perspective Of Fuzzy Cognitive Maps (Fcm) 模糊认知图视角下的股东价值创造

Fuzzy Economic Review Pub Date : 2009-01-01 DOI: 10.25102/FER.2009.02.02

M. P. Rodríguez, K. Cortez, D. L. Ramirez

{"title":"Value Creation For The Shareholder From The Perspective Of Fuzzy Cognitive Maps (Fcm)","authors":"M. P. Rodríguez, K. Cortez, D. L. Ramirez","doi":"10.25102/FER.2009.02.02","DOIUrl":"https://doi.org/10.25102/FER.2009.02.02","url":null,"abstract":"In this contemporary business world, our administrators are frequently faced with an environment of high complexity which makes necessary the use of various methods to measure the performance of the different companies in the reality. Generally speaking, the value creation models used in finance, all frequently explain by models of econometric estimations based on accounting variables, such as; ROE (return on Equity) and ROA (Return of Assets); market variables such as; the price of shares, and a mixture of both (Accounting and Market), such as; EVA® (Economic Value Added) and PER (Price Earning Ratio). These models tend to emphases only the advantages of their application and overlook its weaknesses. Companies generally have a variety of objectives they must accomplish, among which; value creation for shareholders is among the most important. The common financial method used in the past to measure value creation for shareholders have resulted to some extent inadequate. Therefore, we take this opportunity to analyze the methodology known, as Fuzzy Cognitive Maps (FCM) however, with an alternative method of calculating the weights based on the analysis of documents. Furthermore, this tool allows to include qualitative and quantitative data, which facilitates and accentuates its application in the current business world. It is important to mention that FCM's can be constructed through the use of an Artificial Neural Network or through expert opinions, however, these are options that are not usually feasible due to their operative nature. Consequently, we propose the use of FCM based on the analysis of documents channelled through the accumulation of phrases as an alternative method.","PeriodicalId":38703,"journal":{"name":"Fuzzy Economic Review","volume":"14 1","pages":"17-34"},"PeriodicalIF":0.0,"publicationDate":"2009-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"69288281","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 4

COMPUTING AMBIGUITY IN COMPLEX SYSTEMS WITH FUZZY LOGIC 基于模糊逻辑的复杂系统模糊度计算

Fuzzy Economic Review Pub Date : 2009-01-01 DOI: 10.25102/FER.2009.01.04

Luca Landoli, E. Marchione, C. Ponsiglione, G. Zollo

引用次数: 4

A Real Options And Fuzzy Delphi-Based Approach For Appraising The Effect Of An Urban Infrastructure On Surrounding Lands 基于实物期权和模糊德尔菲的城市基础设施周边土地影响评价方法

Fuzzy Economic Review Pub Date : 2009-01-01 DOI: 10.25102/FER.2009.02.01

N. Constantino, M. d'Amato, R. Pellegrino

引用次数: 11

EMERGENCE OF SOCIAL CONVENTIONS: AN APPROACH BASED ON DECENTRALIZED INTERACTIONS OF INDIVIDUALS AND STRATEGIES CHARACTERIZED BY PROBABILISTIC SETS 社会习俗的出现:一种基于分散的个体互动和以概率集为特征的策略的方法

Fuzzy Economic Review Pub Date : 2009-01-01 DOI: 10.25102/FER.2009.02.03

G. Aggio, R. Ballini, F. Gomide