Fuzzy forecasting with DNA computing

Don Jyh Fu Jeng, Junzo Watada, Berlin Wu, Jui Yu Wu

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

    8 Citations (Scopus)

    Abstract

    There are many forecasting techniques including: exponential smoothing, ARIMA model, GARCH model, neural networks and genetic algorithm, etc. Since financial time series may be influenced by many factors, conventional model based techniques and hard computing methods seem inadequate in the prediction. Those methods, however, have their drawbacks and advantages. In recent years, the innovation and improvement of forecasting techniques have caught more attention, and also provides indispensable information in decision-making process. In this paper, a new forecasting technique, named DNA forecasting, is developed. This may be of use to a nonlinear time series forecasting. The methods combined the mathematical, computational, and biological sciences. In the empirical study, we demonstrated a novel approach to forecast the exchange rates through DNA. The mean absolute forecasting accuracy method is defined and used in evaluating the performance of linguistic forecasting. The comparison with ARIMA model is also illustrated.

    Original languageEnglish
    Title of host publicationLecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)
    Pages324-336
    Number of pages13
    Volume4287 LNCS
    DOIs
    Publication statusPublished - 2006
    Event12th International Meeting on DNA Computing, DNA12 - Seoul
    Duration: 2006 Jun 52006 Jun 9

    Publication series

    NameLecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)
    Volume4287 LNCS
    ISSN (Print)03029743
    ISSN (Electronic)16113349

    Other

    Other12th International Meeting on DNA Computing, DNA12
    CitySeoul
    Period06/6/506/6/9

    Fingerprint

    DNA Computing
    Forecasting
    DNA
    ARIMA Models
    Exponential Smoothing
    Time series
    Nonlinear Time Series
    Time Series Forecasting
    Computing Methods
    GARCH Model
    Financial Time Series
    Factor Models
    Combined Method
    Exchange rate
    Network Algorithms
    Empirical Study
    Forecast
    Decision Making
    Linguistics
    Genetic Algorithm

    ASJC Scopus subject areas

    • Computer Science(all)
    • Theoretical Computer Science

    Cite this

    Jeng, D. J. F., Watada, J., Wu, B., & Wu, J. Y. (2006). Fuzzy forecasting with DNA computing. In Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics) (Vol. 4287 LNCS, pp. 324-336). (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics); Vol. 4287 LNCS). https://doi.org/10.1007/11925903_25

    Fuzzy forecasting with DNA computing. / Jeng, Don Jyh Fu; Watada, Junzo; Wu, Berlin; Wu, Jui Yu.

    Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics). Vol. 4287 LNCS 2006. p. 324-336 (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics); Vol. 4287 LNCS).

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

    Jeng, DJF, Watada, J, Wu, B & Wu, JY 2006, Fuzzy forecasting with DNA computing. in Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics). vol. 4287 LNCS, Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics), vol. 4287 LNCS, pp. 324-336, 12th International Meeting on DNA Computing, DNA12, Seoul, 06/6/5. https://doi.org/10.1007/11925903_25
    Jeng DJF, Watada J, Wu B, Wu JY. Fuzzy forecasting with DNA computing. In Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics). Vol. 4287 LNCS. 2006. p. 324-336. (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)). https://doi.org/10.1007/11925903_25
    Jeng, Don Jyh Fu ; Watada, Junzo ; Wu, Berlin ; Wu, Jui Yu. / Fuzzy forecasting with DNA computing. Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics). Vol. 4287 LNCS 2006. pp. 324-336 (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)).
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