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首页> 外文期刊>International Journal of Innovative Computing Information and Control >GENETIC OPTIMIZATION OF ENSEMBLE NEURAL NETWORKS FOR COMPLEX TIME SERIES PREDICTION OF THE MEXICAN EXCHANGE
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GENETIC OPTIMIZATION OF ENSEMBLE NEURAL NETWORKS FOR COMPLEX TIME SERIES PREDICTION OF THE MEXICAN EXCHANGE

机译:复杂时间序列预测墨西哥交易所的神经网络遗传优化。

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摘要

This paper describes an optimization method based on genetic algorithms for ensemble neural networks with fuzzy aggregation to forecast complex time series. The time series that was considered in this paper, to compare the hybrid approach with traditional methods, is the Mexican Stock Exchange, and the results shown are for the optimization of the structure of the ensemble neural network with type-1 and type-2 fuzzy logic integration. Simulation results show that the optimized ensemble approach produces good prediction of the Mexican Stock Exchange.
机译:本文介绍了一种基于遗传算法的集成神经网络的模糊聚集优化方法,以预测复杂的时间序列。本文考虑的用于将混合方法与传统方法进行比较的时间序列是墨西哥证券交易所,显示的结果是用于优化具有类型1和类型2模糊的集成神经网络的结构的逻辑集成。仿真结果表明,优化的集成方法可以很好地预测墨西哥证券交易所。

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