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

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    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