| Presentation | 2005/11/11 A Study on Yen-Doller Exchange Rate Prediction Using Hybrid Neural Networks Hirotaka INOUE, Hiroyuki NARIHISA, |
|---|---|
| PDF Download Page | PDF download Page Link |
| Abstract(in Japanese) | (See Japanese page) |
| Abstract(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 backpropagation 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) |
| Keyword(in English) | Neural Networks / Local Model / Yen-Doller Exchange Rate Prediction / Chaos |
| Paper # | NLP2005-64,NC2005-56 |
| Date of Issue |
| Conference Information | |
| Committee | NC |
|---|---|
| Conference Date | 2005/11/11(1days) |
| Place (in Japanese) | (See Japanese page) |
| Place (in English) | |
| Topics (in Japanese) | (See Japanese page) |
| Topics (in English) | |
| Chair | |
| Vice Chair | |
| Secretary | |
| Assistant | |
| Paper Information | |
| Registration To | Neurocomputing (NC) |
|---|---|
| Language | JPN |
| 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 |
| 1st Author's Name | Hirotaka INOUE |
| 1st Author's Affiliation | Department of Electrical Engineering and Information Science, Kure National College of Technology() |
| 2nd Author's Name | Hiroyuki NARIHISA |
| 2nd Author's Affiliation | Faculty of Engineering, Okayama University of Science |
| Date | 2005/11/11 |
| Paper # | NLP2005-64,NC2005-56 |
| Volume (vol) | vol.105 |
| Number (no) | 418 |
| Page | pp.pp.- |
| #Pages | 6 |
| Date of Issue | |