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Fuzzy cognitive maps and multi-step gradient methods for prediction: Applications to electricity consumption and stock exchange returns
dc.creator | Papageorgiou E.I., Poczęta K., Yastreboz A., Laspidou C. | en |
dc.date.accessioned | 2023-01-31T09:43:00Z | |
dc.date.available | 2023-01-31T09:43:00Z | |
dc.date.issued | 2015 | |
dc.identifier | 10.1007/978-3-319-19857-6_43 | |
dc.identifier.isbn | 9783319198569 | |
dc.identifier.issn | 21903018 | |
dc.identifier.uri | http://hdl.handle.net/11615/77666 | |
dc.description.abstract | The paper focuses on the application of fuzzy cognitive map (FCM) with multi-step learning algorithms based on gradient method and Markov model of gradient for prediction tasks. Two datasets were selected for the implementation of the algorithms: real data of household electricity consumption and stock exchange returns that include Istanbul Stock Exchange returns. These data were used in learning and testing processes of the proposed FCM approaches. A comparative analysis of the two-stepmethod of Markov model of gradient,multi-step gradient method and one-step gradient method is performed in order to show the capabilities and effectiveness of each method and conclusions are based on the obtained MSE, RMSE, MAE and MAPE errors. © Springer International Publishing Switzerland 2015. | en |
dc.language.iso | en | en |
dc.source | Smart Innovation, Systems and Technologies | en |
dc.source.uri | https://www.scopus.com/inward/record.uri?eid=2-s2.0-84944448874&doi=10.1007%2f978-3-319-19857-6_43&partnerID=40&md5=220ddc0c11cbefa948031ed4fcdb7da9 | |
dc.subject | Algorithms | en |
dc.subject | Cognitive systems | en |
dc.subject | Electric power utilization | en |
dc.subject | Electronic trading | en |
dc.subject | Financial markets | en |
dc.subject | Forecasting | en |
dc.subject | Fuzzy rules | en |
dc.subject | Fuzzy systems | en |
dc.subject | Large scale systems | en |
dc.subject | Learning algorithms | en |
dc.subject | Markov processes | en |
dc.subject | Electricity-consumption | en |
dc.subject | Fuzzy cognitive map | en |
dc.subject | Markov model | en |
dc.subject | Multi-step | en |
dc.subject | Stock exchange | en |
dc.subject | Gradient methods | en |
dc.subject | Springer Science and Business Media Deutschland GmbH | en |
dc.title | Fuzzy cognitive maps and multi-step gradient methods for prediction: Applications to electricity consumption and stock exchange returns | en |
dc.type | conferenceItem | en |
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