{"id":"https://openalex.org/W2136107450","doi":"https://doi.org/10.1109/icsmc.2009.5346230","title":"A new method to forecast the TAIEX based on fuzzy time series","display_name":"A new method to forecast the TAIEX based on fuzzy time series","publication_year":2009,"publication_date":"2009-10-01","ids":{"openalex":"https://openalex.org/W2136107450","doi":"https://doi.org/10.1109/icsmc.2009.5346230","mag":"2136107450"},"language":"en","primary_location":{"is_oa":false,"landing_page_url":"https://doi.org/10.1109/icsmc.2009.5346230","pdf_url":null,"source":null,"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":false},"type":"article","type_crossref":"proceedings-article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5085607162","display_name":"Chao-Dian Chen","orcid":null},"institutions":[{"id":"https://openalex.org/I154864474","display_name":"National Taiwan University of Science and Technology","ror":"https://ror.org/00q09pe49","country_code":"TW","type":"education","lineage":["https://openalex.org/I154864474"]}],"countries":["TW"],"is_corresponding":false,"raw_author_name":"Chao-Dian Chen","raw_affiliation_strings":["Department of Computer Science and Information Engineering, National Taiwan University of Science and Technology, Taipei, Taiwan"],"affiliations":[{"raw_affiliation_string":"Department of Computer Science and Information Engineering, National Taiwan University of Science and Technology, Taipei, Taiwan","institution_ids":["https://openalex.org/I154864474"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5061831201","display_name":"Shyi\u2010Ming Chen","orcid":"https://orcid.org/0000-0001-8648-631X"},"institutions":[{"id":"https://openalex.org/I12509574","display_name":"Jinwen University of Science and Technology","ror":"https://ror.org/03dr26375","country_code":"TW","type":"education","lineage":["https://openalex.org/I12509574"]},{"id":"https://openalex.org/I154864474","display_name":"National Taiwan University of Science and Technology","ror":"https://ror.org/00q09pe49","country_code":"TW","type":"education","lineage":["https://openalex.org/I154864474"]}],"countries":["TW"],"is_corresponding":false,"raw_author_name":"Shyi-Ming Chen","raw_affiliation_strings":["Department of Computer Science and Information Engineering, Jinwen University of Science and Technology, Taipei, Taiwan","Department of Computer Science and Information Engineering, National Taiwan University of Science and Technology, Taipei, Taiwan"],"affiliations":[{"raw_affiliation_string":"Department of Computer Science and Information Engineering, Jinwen University of Science and Technology, Taipei, Taiwan","institution_ids":["https://openalex.org/I12509574"]},{"raw_affiliation_string":"Department of Computer Science and Information Engineering, National Taiwan University of Science and Technology, Taipei, Taiwan","institution_ids":["https://openalex.org/I154864474"]}]}],"institution_assertions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":0.806,"has_fulltext":true,"fulltext_origin":"ngrams","cited_by_count":15,"citation_normalized_percentile":{"value":0.89713,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":86,"max":87},"biblio":{"volume":null,"issue":null,"first_page":"3450","last_page":"3455"},"is_retracted":false,"is_paratext":false,"primary_topic":{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9993,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9993,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9969,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12205","display_name":"Time Series Analysis and Forecasting","score":0.9951,"subfield":{"id":"https://openalex.org/subfields/1711","display_name":"Signal Processing"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/leverage","display_name":"Leverage (statistics)","score":0.44318524}],"concepts":[{"id":"https://openalex.org/C58166","wikidata":"https://www.wikidata.org/wiki/Q224821","display_name":"Fuzzy logic","level":2,"score":0.60099113},{"id":"https://openalex.org/C124101348","wikidata":"https://www.wikidata.org/wiki/Q172491","display_name":"Data mining","level":1,"score":0.55842716},{"id":"https://openalex.org/C151406439","wikidata":"https://www.wikidata.org/wiki/Q186588","display_name":"Time series","level":2,"score":0.54284316},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.5095546},{"id":"https://openalex.org/C153083717","wikidata":"https://www.wikidata.org/wiki/Q6535263","display_name":"Leverage (statistics)","level":2,"score":0.44318524},{"id":"https://openalex.org/C88389905","wikidata":"https://www.wikidata.org/wiki/Q223371","display_name":"Stock market index","level":4,"score":0.43984064},{"id":"https://openalex.org/C143724316","wikidata":"https://www.wikidata.org/wiki/Q312468","display_name":"Series (stratigraphy)","level":2,"score":0.4306479},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.423323},{"id":"https://openalex.org/C200870193","wikidata":"https://www.wikidata.org/wiki/Q11691","display_name":"Stock exchange","level":2,"score":0.4162988},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.39120242},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.3693442},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.34397525},{"id":"https://openalex.org/C2780299701","wikidata":"https://www.wikidata.org/wiki/Q475000","display_name":"Stock market","level":3,"score":0.1000478},{"id":"https://openalex.org/C205649164","wikidata":"https://www.wikidata.org/wiki/Q1071","display_name":"Geography","level":0,"score":0.09446946},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.07496327},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.06043285},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0},{"id":"https://openalex.org/C2779343474","wikidata":"https://www.wikidata.org/wiki/Q3109175","display_name":"Context (archaeology)","level":2,"score":0.0},{"id":"https://openalex.org/C166957645","wikidata":"https://www.wikidata.org/wiki/Q23498","display_name":"Archaeology","level":1,"score":0.0},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"is_oa":false,"landing_page_url":"https://doi.org/10.1109/icsmc.2009.5346230","pdf_url":null,"source":null,"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":false}],"best_oa_location":null,"sustainable_development_goals":[],"grants":[],"datasets":[],"versions":[],"referenced_works_count":22,"referenced_works":["https://openalex.org/W1947426542","https://openalex.org/W1971869067","https://openalex.org/W1993503008","https://openalex.org/W2004157188","https://openalex.org/W2017954768","https://openalex.org/W2021447957","https://openalex.org/W2024850745","https://openalex.org/W2057482964","https://openalex.org/W2063008284","https://openalex.org/W2069803859","https://openalex.org/W2085752583","https://openalex.org/W2130519559","https://openalex.org/W2131453387","https://openalex.org/W2136103712","https://openalex.org/W2149320615","https://openalex.org/W2150755414","https://openalex.org/W2154311813","https://openalex.org/W2168577773","https://openalex.org/W2241509357","https://openalex.org/W2912565176","https://openalex.org/W4241443503","https://openalex.org/W424268064"],"related_works":["https://openalex.org/W4381280689","https://openalex.org/W4214882840","https://openalex.org/W3128025644","https://openalex.org/W3125827053","https://openalex.org/W2920521957","https://openalex.org/W2847365777","https://openalex.org/W2787993192","https://openalex.org/W2750422482","https://openalex.org/W2355048207","https://openalex.org/W2158269427"],"abstract_inverted_index":{"In":[0],"this":[1],"paper,":[2],"we":[3,52,76,88],"present":[4],"a":[5,65,116],"new":[6],"method":[7,114,124,130],"to":[8,70,103,132],"forecast":[9,104,133],"the":[10,25,29,32,37,40,42,54,58,78,90,96,100,105,112,134],"Taiwan":[11],"Stock":[12,16],"Exchange":[13],"Capitalization":[14],"Weighted":[15],"Index":[17],"(TAIEX)":[18],"based":[19],"on":[20],"fuzzy":[21,62,72,79,83,93],"time":[22],"series,":[23],"where":[24],"main":[26,59,97],"factor":[27,60,98,102],"is":[28],"TAIEX":[30],"and":[31,99,126],"secondary":[33,101],"factors":[34],"are":[35],"either":[36],"Dow":[38],"Jones,":[39],"NASDAQ,":[41],"M":[43],"1b":[46],"(Taiwan),":[47],"or":[48],"their":[49],"combinations.":[50],"First,":[51],"fuzzify":[53],"historical":[55],"data":[56],"of":[57,68,92],"into":[61,82],"sets":[63],"with":[64],"fixed":[66],"length":[67],"intervals":[69],"form":[71],"logical":[73,80,84],"relationships.":[74],"Then,":[75,87],"group":[77],"relationships":[81],"relationship":[85],"groups.":[86],"evaluate":[89],"leverage":[91],"variations":[94],"between":[95],"TAIEX.":[106,135],"The":[107],"experimental":[108],"results":[109],"show":[110],"that":[111],"proposed":[113],"gets":[115],"higher":[117],"average":[118],"forecasting":[119],"accuracy":[120],"rate":[121],"than":[122],"Chen's":[123],"[1]":[125],"Huarng":[127],"et":[128],"al.'s":[129],"[9]":[131]},"cited_by_api_url":"https://api.openalex.org/works?filter=cites:W2136107450","counts_by_year":[{"year":2023,"cited_by_count":1},{"year":2021,"cited_by_count":1},{"year":2020,"cited_by_count":1},{"year":2019,"cited_by_count":2},{"year":2018,"cited_by_count":1},{"year":2017,"cited_by_count":1},{"year":2016,"cited_by_count":1},{"year":2015,"cited_by_count":2},{"year":2013,"cited_by_count":3}],"updated_date":"2025-01-21T09:42:54.628781","created_date":"2016-06-24"}