Teoh, Teik-Toe, Cho, Siu Yeung, and Nguwi, Yok-Yen (2012) Emotional prediction using time series multiple-regression genetic algorithm for autistic syndrome disorder. In: Proceedings of the 7th International Conference on Computer Science and Education. pp. 9-12. From: ICCSE 2012 7th International Conference on Computer Science and Education, 14-17 July 2012, Melbourne, VIC, Australia.

PDF (Published Version) - Published Version Restricted to Repository staff only

 

4

2

Abstract

Time series forecasting is an active research area that has drawn considerable attention for applications in a variety of areas. Auto-Regressive Integrated Moving Average (ARIMA) models are one of the most important time series models used in financial market forecasting over the past three decades. Recent research activities in time series forecasting indicate that two basic limitations detract from their popularity for financial time series forecasting: (a) ARIMA models assume that future values of a time series have a linear relationship with current and past values as well as with white noise, so approximations by ARIMA models may not be adequate for complex nonlinear problems; and (b) ARIMA models require a large amount of historical data in order to produce accurate results. Both theoretical and empirical findings have suggested that integration of different models can be an effective method of improving upon their predictive performance, especially when the models in the ensemble are quite different. In this paper, ARIMA models are integrated with Artificial Neural Networks (ANNs) and Fuzzy logic in order to overcome the linear and data limitations of ARIMA models, thus obtaining more accurate results. Empirical results of forecasting model indicate that the hybrid models exhibit effectively improved forecasting accuracy so that the model proposed can be used as an alternative to financial market forecasting tools. In this paper, experiments were conducted to confirm these hypotheses by evaluating the predictive capability of the developed ensemble of models in the domain of emotion prediction. This work attempts to anticipate subsequent emotion given historical emotions recorded.

Actions (Repository Staff Only)

Item Control Page