Pattern refinement with model data fusion to predict exchange rate movement

Authors:
Hiromitsu Shimakawa;Hiroyuki Yamahara;Yusuke Imayama;Masato Ushijima;Shinsuke Azuma
Affiliations:
Ritsumeikan University, Kusatsu, Shiga 525-8577, Japan;Ritsumeikan University, Kusatsu, Shiga 525-8577, Japan;Ritsumeikan University, Kusatsu, Shiga 525-8577, Japan;Mitsubishi Electric Automation, San Jose, CA;Mitsubishi Electric Corp, Ofuna, Kanagawa 247-8501, Japan
Venue:
Design and application of hybrid intelligent systems
Year:
2003

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Abstract

The exchange rate depends on various factors. Its movement appears as a result of piled influence of many factors. To predict comming movement, the chart analysis method, which is widely used, pays attention to characteristics in local shapes of the movement by that time. This paper provides a method to specify intuitive characteristics of time series data. Experts can specify their qualitative knowledge with the method. Their qualitative models are refined with actual data into quantitative ones, which can be handled by computers.