Date: Fri, 09 Jan 1998 10:33:48 -0500 Message-Id: <34B6435C.FF23DAA2@hgc.edu> To: bogus From: gutmanat@mstr.hgc.edu (Nathan Gutman) Subject: Re: New algorithms for time series predition In-Reply-To: <New algorithms for time series predition>
Message-Id: <34B6435C.FF23DAA2@hgc.edu>
Date: Fri, 09 Jan 1998 10:33:48 -0500
From: Nathan Gutman <gutmanat@mstr.hgc.edu>
To: iif-list@mmu.ac.uk
Subject: Re: New algorithms for time series predition
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Your message didn't come thru. Are you using English?
Wei-Min Pan wrote:
> Dear All,I am new user of this list. I have just
> subscribe yesterday. I am very glad that i can disccuss
> problems with the esteemed users of this list.In the last
> year, I researched on the bp networks used to predict
> stock price. I found that it can be predict relatively
> accurately for small number prediction. For example, for
> 50 predictions. And for long use or real time use, it is
> not emperical. I have rearched this problem for some
> time. And now, I have designed a learning algorithm for
> ANN-based predictors. I defined that the predictor which
> the prediction error does not exceed the supper bond of
> the variation of time series as a validate predictor. I
> proved that the ANN-based predictors with this learning
> algorithm are validate predictor, but that with
> conventional bp is not a validate
> predictor.Simultanouesly, i designed an algorithm to
> select the size of the delayed input vectors. If you are
> interested in the algorthms i design, please contact with
> me, then i will send it to you. Sincerely, Wei-Min Pan
-- Nathan Gutman Knowledge may be wonderful but there is bliss in ignorance.--------------4ADB903A34CE55360B133ACD Content-Type: text/html; charset=us-ascii Content-Transfer-Encoding: 7bit
<HTML> <BODY BGCOLOR="#FFFFFF"> Your message didn't come thru. Are you using English?
Wei-Min Pan wrote: <BLOCKQUOTE TYPE=CITE> <FONT COLOR="#000000"><FONT SIZE=-1>Dear All,</FONT></FONT><FONT COLOR="#000000"><FONT SIZE=-1>I am new user of this list. I have just subscribe yesterday. I am very glad that i can disccuss problems with the esteemed users of this list.</FONT></FONT><FONT SIZE=-1>In the last year, I researched on the bp networks used to predict stock price. I found that it can be predict relatively accurately for small number prediction. For example, for 50 predictions. And for long use or real time use, it is not emperical. I have rearched this problem for some time. And now, I have designed a learning algorithm for ANN-based predictors. I defined that the predictor which the prediction error does not exceed the supper bond of the variation of time series as a validate predictor. I proved that the ANN-based predictors with this learning algorithm are validate predictor, but that with conventional bp is not a validate predictor.<FONT COLOR="#000000">Simultanouesly, i designed an algorithm to select the size of the delayed input vectors.</FONT></FONT> <FONT SIZE=-1>If you are interested in the algorthms i design, please contact with me, then i will send it to you.</FONT> <FONT SIZE=-1>Sincerely,</FONT> <FONT SIZE=-1>Wei-Min Pan</FONT> </BLOCKQUOTE> <BR> <BR>
-- <BR>Nathan Gutman <BR>Knowledge may be wonderful but there is bliss in ignorance. <BR> </BODY> </HTML>
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