Learning to forget in an online fuzzy neural network using dynamic forgetting window

This proposed architecture of using a Dynamic Window to compute the forgetting factor which would be able to provide thorough analysis of the self-reorganizing approach when applied to time-variant financial market such as S&P-500 index. When handling such large market, drifts and shifts in inev...

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Bibliographic Details
Main Author: Tan, Benjamin Kok Loong.
Other Authors: Quek Hiok Chai
Format: Final Year Project (FYP)
Language:English
Published: 2013
Subjects:
Online Access:http://hdl.handle.net/10356/55039
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author Tan, Benjamin Kok Loong.
author2 Quek Hiok Chai
author_facet Quek Hiok Chai
Tan, Benjamin Kok Loong.
author_sort Tan, Benjamin Kok Loong.
collection NTU
description This proposed architecture of using a Dynamic Window to compute the forgetting factor which would be able to provide thorough analysis of the self-reorganizing approach when applied to time-variant financial market such as S&P-500 index. When handling such large market, drifts and shifts in inevitable and the system require the ability to have self-reorganizing abilities. To increase its accuracy, the proposed architecture uses the variable dynamic window to adjust the forgetting factor accordingly.
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format Final Year Project (FYP)
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institution Nanyang Technological University
language English
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spelling ntu-10356/550392023-03-03T20:37:15Z Learning to forget in an online fuzzy neural network using dynamic forgetting window Tan, Benjamin Kok Loong. Quek Hiok Chai School of Computer Engineering DRNTU::Engineering::Computer science and engineering This proposed architecture of using a Dynamic Window to compute the forgetting factor which would be able to provide thorough analysis of the self-reorganizing approach when applied to time-variant financial market such as S&P-500 index. When handling such large market, drifts and shifts in inevitable and the system require the ability to have self-reorganizing abilities. To increase its accuracy, the proposed architecture uses the variable dynamic window to adjust the forgetting factor accordingly. Bachelor of Engineering (Computer Engineering) 2013-12-04T08:40:53Z 2013-12-04T08:40:53Z 2013 2013 Final Year Project (FYP) http://hdl.handle.net/10356/55039 en Nanyang Technological University 80 p. application/pdf
spellingShingle DRNTU::Engineering::Computer science and engineering
Tan, Benjamin Kok Loong.
Learning to forget in an online fuzzy neural network using dynamic forgetting window
title Learning to forget in an online fuzzy neural network using dynamic forgetting window
title_full Learning to forget in an online fuzzy neural network using dynamic forgetting window
title_fullStr Learning to forget in an online fuzzy neural network using dynamic forgetting window
title_full_unstemmed Learning to forget in an online fuzzy neural network using dynamic forgetting window
title_short Learning to forget in an online fuzzy neural network using dynamic forgetting window
title_sort learning to forget in an online fuzzy neural network using dynamic forgetting window
topic DRNTU::Engineering::Computer science and engineering
url http://hdl.handle.net/10356/55039
work_keys_str_mv AT tanbenjaminkokloong learningtoforgetinanonlinefuzzyneuralnetworkusingdynamicforgettingwindow