About: Granular RBF NN Approach and Statistical Methods Applied to Modelling and Forecasting High Frequency Data

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rdf:type	skos:Concept http://linked.opendata.cz/ontology/domain/vavai/Vysledek
Description	We examine the ARCH-GARCH models for the forecasting of the bond price time series provided by VUB bank and make comparisons the forecast accuracy with the class of RBF neural network models. A limited statistical or computer science theory exists on how to design the architecture of RBF networks for some specific nonlinear time series, which allows for exhaustive study of the underlying dynamics, and determine their parameters. To illustrate the forecasting performance of these approaches the learning aspects of RBF networks are presented and an application is included. We show a new approach of function estimation for nonlinear time series model by means of a granular neural network based on Gaussian activation function modelled by cloud concept. In a comparative study is shown that the presented approach is able to model and predict high frequency data with reasonable accuracy and more efficient than statistical methods. We examine the ARCH-GARCH models for the forecasting of the bond price time series provided by VUB bank and make comparisons the forecast accuracy with the class of RBF neural network models. A limited statistical or computer science theory exists on how to design the architecture of RBF networks for some specific nonlinear time series, which allows for exhaustive study of the underlying dynamics, and determine their parameters. To illustrate the forecasting performance of these approaches the learning aspects of RBF networks are presented and an application is included. We show a new approach of function estimation for nonlinear time series model by means of a granular neural network based on Gaussian activation function modelled by cloud concept. In a comparative study is shown that the presented approach is able to model and predict high frequency data with reasonable accuracy and more efficient than statistical methods. (en)
Title	Granular RBF NN Approach and Statistical Methods Applied to Modelling and Forecasting High Frequency Data Granular RBF NN Approach and Statistical Methods Applied to Modelling and Forecasting High Frequency Data (en)
skos:prefLabel	Granular RBF NN Approach and Statistical Methods Applied to Modelling and Forecasting High Frequency Data Granular RBF NN Approach and Statistical Methods Applied to Modelling and Forecasting High Frequency Data (en)
skos:notation	RIV/47813059:19240/09:#0002964!RIV10-GA0-19240___
http://linked.open...avai/riv/aktivita	P
http://linked.open...avai/riv/aktivity	P(GA402/08/0022)
http://linked.open...iv/cisloPeriodika	12/2008
http://linked.open...vai/riv/dodaniDat	2010
http://linked.open...aciTvurceVysledku	Marček, Dušan Marček, Milan
http://linked.open.../riv/druhVysledku	J - Článek v odborném periodiku
http://linked.open...iv/duvernostUdaju	S - Úplné a pravdivé údaje nepodléhající ochraně podle zvláštních právních předpisů
http://linked.open...titaPredkladatele	Slezská univerzita v Opavě / Filozoficko-přírodovědecká fakulta
http://linked.open...dnocenehoVysledku	316648
http://linked.open...ai/riv/idVysledku	RIV/47813059:19240/09:#0002964
http://linked.open...riv/jazykVysledku	eng - angličtina
http://linked.open.../riv/klicovaSlova	Time series; Classes of ARCH-GARCH models; Forecasting; Nneural networks; Cloud concept (en)
http://linked.open.../riv/klicoveSlovo	Classes of ARCH-GARCH models Cloud concept Nneural networks Time series Forecasting
http://linked.open...odStatuVydavatele	BE - Belgické království
http://linked.open...ontrolniKodProRIV	[79C12FAE08D9]
http://linked.open...i/riv/nazevZdroje	International Journal of Computational Intelligence Systems (IJCIS)
http://linked.open...in/vavai/riv/obor	AH
http://linked.open...ichTvurcuVysledku	2 (xsd:int)
http://linked.open...cetTvurcuVysledku	3 (xsd:int)
http://linked.open...vavai/riv/projekt	The Latest Intelligent Methodologies for Economic Time Series Modelling and Forecasting
http://linked.open...UplatneniVysledku	2009
http://linked.open...v/svazekPeriodika	Vol. 2-4
http://linked.open...iv/tvurceVysledku	Marček, Dušan Marček, Milan Bábel, Ján
issn	1875-6883
number of pages	12 (xsd:int)
http://localhost/t...ganizacniJednotka	19240
is http://linked.open...avai/riv/vysledek of	Granular RBF NN Approach and Statistical Methods Applied to Modelling and Forecasting High Frequency Data Granular RBF NN Approach and Statistical Methods Applied to Modelling and Forecasting High Frequency Data Granular RBF NN Approach and Statistical Methods Applied to Modelling and Forecasting High Frequency Data Granular RBF NN Approach and Statistical Methods Applied to Modelling and Forecasting High Frequency Data

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