Temperature prediction and TAIFEX forecasting based on high-order fuzzy logical relationships and genetic simulated annealing techniques

Authors:
Li-Wei Lee;Li-Hui Wang;Shyi-Ming Chen
Affiliations:
Department of Computer Science and Information Engineering, National Taiwan University of Science and Technology, 43, Section 4, Keelung Road, Taipei 106, Taiwan, ROC;Department of Finance, Chihlee Institute of Technology, Banciao City, Taipei County, Taiwan, ROC;Department of Computer Science and Information Engineering, National Taiwan University of Science and Technology, 43, Section 4, Keelung Road, Taipei 106, Taiwan, ROC
Venue:
Expert Systems with Applications: An International Journal
Year:
2008

Citing 12
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Abstract

In this paper, we present a new method for temperature prediction and the Taiwan Futures Exchange (TAIFEX) forecasting, based on high-order fuzzy logical relationships and genetic simulated annealing techniques, where simulated annealing techniques are used to deal with mutation operations of genetic algorithms. We use genetic simulated annealing techniques to adjust the length of each interval in the universe of discourse to increase the forecasting accuracy rate. The proposed method gets higher forecasting accuracy rates than the existing methods.