A prediction method for plasma concentration by using a nonlinear grey Bernoulli combined model based on a self-memory algorithm

The file attached to this record is the author's final peer reviewed version. The Publisher's final version can be found by following the DOI link.The goal of this work is to present and explore the application of a novel nonlinear grey Bernoulli combined model based on a self-memory algorithm, abbreviated as SA-NGBM, for modeling single-peaked sequences of time samples of acetylsalicylate plasma concentration following oral dosing. The self-memorization SA-NGBM routine reduces the dependence on a solitary initial value, as the initial state of the model utilizes multiple time samples. To test its forecasting performance, the SA-NGBM was used to extrapolate the plasma concentration predicted data, in comparison with the later time samples. The results were contrasted with those of the traditional optimized NGBM (ONGBM), exponential smoothing (ES) and simple moving average (SMA) using four popular accuracy and significance tests. That comparison showed that the SA-NGBM was much more accurate and efficient for matching the individual, nonlinear-system stochastic fluctuations than the existing ONGBM, ES and SMA models. The findings have potential applications for signal matching to similar small sample size, single-peaked, plasma concentration series

Soft Computing Techniques for Stock Market Prediction: A Literature Survey

Stock market trading is an unending investment exercise globally. It has potentials to generate high returns on investors’ investment. However, it is characterized by high risk of investment hence, having knowledge and ability to predict stock price or market movement is invaluable to investors in the stock market. Over the years, several soft computing techniques have been used to analyze various stock markets to retrieve knowledge to guide investors on when to buy or sell. This paper surveys over 100 published articles that focus on the application of soft computing techniques to forecast stock markets. The aim of this paper is to present a coherent of information on various soft computing techniques employed for stock market prediction. This research work will enable researchers in this field to know the current trend as well as help to inform their future research efforts. From the surveyed articles, it is evident that researchers have firmly focused on the development of hybrid prediction models and substantial work has also been done on the use of social media data for stock market prediction. It is also revealing that most studies have focused on the prediction of stock prices in emerging market

Forecasting the multifactorial interval grey number sequences using grey relational model and GM (1, N) model based on effective information transformation

The file attached to this record is the author's final peer reviewed version. The Publisher's final version can be found by following the DOI link.In the context of data eruption, the data often shows a short-term pattern and changes rapidly which makes it difficult to use a single real value to express. For this kind of small-sample and interval data, how to analyze and predict muti-factor sequences efficiently becomes a problem. By this means, grey system theory (GST) is developed in which the interval grey numbers, as a typical object of GST, characterize the range of data and the grey relational and prediction models analyze the relations of multiple grey numbers and forecast the future. However, traditional grey relative relational model has some limitations: the results obtained always show low resolution and there are no extractions for the interval feature information from the interval grey number sequence. In this paper, the grey relational analysis model (GRA) based on effective information transformation of interval grey numbers is established, which contains comprehensive information of area differences and slope variances and optimizes the resolution of traditional grey degree. Then, according to the relational results, the multivariable GM model (GM(1,N)) is proposed to forecast the interval grey number sequence. To verify the effectiveness of this novel model, it is established to analyze the relationship between the degree of traffic congestion and its relevant factors in the Yangtze River Delta of China and predict the development of urban traffic congestion degrees in this area over the next five years. In addition, some traditional statistical methods (principal component analysis, multiple linear regression models and curve regression models) are established for comparisons. The results show high performances of the novel GRA model and GM(1,N) model, which means the models proposed in this paper are suitable for interval grey numbers from regional data. The strengths which recommend the use of this novel method lie in its high recognition mechanism and muti-angle information transformation for interval grey numbers as well as its characteristic of timeliness in information processing