Data extrapolation and decision making via method of Hurwitz-Radon matrices

  • Authors:
  • Dariusz Jakóbczak

  • Affiliations:
  • Department of Electronics and Computer Science, Technical University of Koszalin, Koszalin, Poland

  • Venue:
  • ICCCI'11 Proceedings of the Third international conference on Computational collective intelligence: technologies and applications - Volume Part I
  • Year:
  • 2011

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Abstract

Computational Collective Intelligence needs suitable methods of data extrapolation and decision making. Proposed method of Hurwitz-Radon Matrices (MHR) can be used in extrapolation and interpolation of curves in the plane. For example quotations from the Stock Exchange, the market prices or rate of a currency form a curve. This paper contains the way of data anticipation and extrapolation via MHR method and decision making: to buy or not, to sell or not. Proposed method is based on a family of Hurwitz-Radon (HR) matrices. The matrices are skew-symmetric and possess columns composed of orthogonal vectors. The operator of Hurwitz-Radon (OHR), built from these matrices, is described. Two-dimensional data are represented by the set of curve points. It is shown how to create the orthogonal and discrete OHR and how to use it in a process of data foreseeing and extrapolation. MHR method is interpolating and extrapolating the curve point by point without using any formula or function.