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

• Main Author: Tan, Benjamin Kok Loong.
• Other Authors: Quek Hiok Chai
• Format: Final Year Project
• Language: English
• Published: 2013
• Subjects: DRNTU::Engineering::Computer science and engineering
• Online Access: http://hdl.handle.net/10356/55039
• Institution: Nanyang Technological University

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...