文章基本信息

标题：Design and analysis of experiments in ANFIS modeling for stock price prediction
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作者：Gharakhani, M. ; Gharakhani, M. ; Alizadeh, M. 等
期刊名称：International Journal of Industrial Engineering Computations
印刷版ISSN：1923-2926
电子版ISSN：1923-2934
出版年度：2011
卷号：2
期号：2
页码：409-418
DOI：10.5267/j.ijiec.2011.01.001
语种：English
出版社：Growing Science Publishing Company
摘要：At the computational point of view, a fuzzy system has a layered structure, similar to anartificial neural network (ANN) of the radial basis function type. ANN learning algorithms canbe employed for optimization of parameters in a fuzzy system. This neuro-fuzzy modelingapproach has preference to explain solutions over completely black-box models, such as ANN.In this paper, we implement the design of experiment (DOE) technique to identify thesignificant parameters in the design of adaptive neuro-fuzzy inference systems (ANFIS) forstock price prediction.
关键词：ANFIS; Design of experiment; Neuro-fuzzy systems; Stock price prediction