Learning to forget in an online fuzzy neural network using dynamic forgetting window

This proposed architecture of using a Dynamic Window to compute the forgetting factor which would be able to provide thorough analysis of the self-reorganizing approach when applied to time-variant financial market such as S&P-500 index. When handling such large market, drifts and shifts in inev...

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Main Author: Tan, Benjamin Kok Loong.
Other Authors: Quek Hiok Chai
Format: Final Year Project
Language:English
Published: 2013
Subjects:
Online Access:http://hdl.handle.net/10356/55039
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Institution: Nanyang Technological University
Language: English
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spelling sg-ntu-dr.10356-550392023-03-03T20:37:15Z Learning to forget in an online fuzzy neural network using dynamic forgetting window Tan, Benjamin Kok Loong. Quek Hiok Chai School of Computer Engineering DRNTU::Engineering::Computer science and engineering This proposed architecture of using a Dynamic Window to compute the forgetting factor which would be able to provide thorough analysis of the self-reorganizing approach when applied to time-variant financial market such as S&P-500 index. When handling such large market, drifts and shifts in inevitable and the system require the ability to have self-reorganizing abilities. To increase its accuracy, the proposed architecture uses the variable dynamic window to adjust the forgetting factor accordingly. Bachelor of Engineering (Computer Engineering) 2013-12-04T08:40:53Z 2013-12-04T08:40:53Z 2013 2013 Final Year Project (FYP) http://hdl.handle.net/10356/55039 en Nanyang Technological University 80 p. application/pdf
institution Nanyang Technological University
building NTU Library
continent Asia
country Singapore
Singapore
content_provider NTU Library
collection DR-NTU
language English
topic DRNTU::Engineering::Computer science and engineering
spellingShingle DRNTU::Engineering::Computer science and engineering
Tan, Benjamin Kok Loong.
Learning to forget in an online fuzzy neural network using dynamic forgetting window
description This proposed architecture of using a Dynamic Window to compute the forgetting factor which would be able to provide thorough analysis of the self-reorganizing approach when applied to time-variant financial market such as S&P-500 index. When handling such large market, drifts and shifts in inevitable and the system require the ability to have self-reorganizing abilities. To increase its accuracy, the proposed architecture uses the variable dynamic window to adjust the forgetting factor accordingly.
author2 Quek Hiok Chai
author_facet Quek Hiok Chai
Tan, Benjamin Kok Loong.
format Final Year Project
author Tan, Benjamin Kok Loong.
author_sort Tan, Benjamin Kok Loong.
title Learning to forget in an online fuzzy neural network using dynamic forgetting window
title_short Learning to forget in an online fuzzy neural network using dynamic forgetting window
title_full Learning to forget in an online fuzzy neural network using dynamic forgetting window
title_fullStr Learning to forget in an online fuzzy neural network using dynamic forgetting window
title_full_unstemmed Learning to forget in an online fuzzy neural network using dynamic forgetting window
title_sort learning to forget in an online fuzzy neural network using dynamic forgetting window
publishDate 2013
url http://hdl.handle.net/10356/55039
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