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Paper Abstract and Keywords
Presentation 2005-11-18 13:50
A Study on Yen-Doller Exchange Rate Prediction Using Hybrid Neural Networks
Hirotaka Inoue (KNCT), Hiroyuki Narihisa (Okayama Univ. of Science)
Abstract (in Japanese) (See Japanese page) 
(in English) We propose an efficient hybrid neural network for chaotic time series prediction. The hybrid neural network is constructed by a traditional feed-forward network, which is learned by using the backpropa\-gation and a local model, which is implemented as a time delay embedding. The feed-forward network performs as the global approximation and the local model works as the local approximation. Experimental results using Yen-Doller Exchange Rate data show that the proposed method can predict the more long term than each of predictors.
Keyword (in Japanese) (See Japanese page) 
(in English) Neural Networks / Local Model / Yen-Doller Exchange Rate Prediction / Chaos / / / /  
Reference Info. IEICE Tech. Rep., vol. 105, no. 416, NLP2005-64, pp. 13-18, Nov. 2005.
Paper # NLP2005-64 
Date of Issue 2005-11-11 (NLP) 
ISSN Print edition: ISSN 0913-5685  Online edition: ISSN 2432-6380
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Conference Information
Committee NLP  
Conference Date 2005-11-18 - 2005-11-19 
Place (in Japanese) (See Japanese page) 
Place (in English) Kyushu Institute of Technology 
Topics (in Japanese) (See Japanese page) 
Topics (in English) Special session and general. Subject of special session is ``Randomness and prediction---from fundamentals to applications''. 
Paper Information
Registration To NLP 
Conference Code 2005-11-NLP 
Language Japanese 
Title (in Japanese) (See Japanese page) 
Sub Title (in Japanese) (See Japanese page) 
Title (in English) A Study on Yen-Doller Exchange Rate Prediction Using Hybrid Neural Networks 
Sub Title (in English)  
Keyword(1) Neural Networks  
Keyword(2) Local Model  
Keyword(3) Yen-Doller Exchange Rate Prediction  
Keyword(4) Chaos  
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1st Author's Name Hirotaka Inoue  
1st Author's Affiliation Kure National College of Technology (KNCT)
2nd Author's Name Hiroyuki Narihisa  
2nd Author's Affiliation Okayama University of Science (Okayama Univ. of Science)
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Speaker
Date Time 2005-11-18 13:50:00 
Presentation Time 25 
Registration for NLP 
Paper # IEICE-NLP2005-64 
Volume (vol) IEICE-105 
Number (no) no.416 
Page pp.13-18 
#Pages IEICE-6 
Date of Issue IEICE-NLP-2005-11-11 


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