Toey Bai - Academia.edu (original) (raw)
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Mindanao State University - Iligan Institute of Technology
Galgotias College of Engineering and Technology Greater Noida
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Papers by Toey Bai
Cybernetics and Intelligent …, 2008
In the analysis of predicting share price based on least squares support vector machine (LS-SVM),... more In the analysis of predicting share price based on least squares support vector machine (LS-SVM), the instability of the time series could lead to decrease of prediction accuracy. On the other hand, three SVM parameters, c , ε and σ , must be carefully predetermined in establishing an efficient LS-SVM model. In order to solve the problems mentioned above, in this paper, the hybrid of wavelet transform (WT) with LS-SVM model was established. First the chaotic feature of share price is verified with chaos theory. It can be seen that share price possessed chaotic features, providing a basis for performing short-term forecast of share price with the help of chaos theory. Average Mutual Information (AMI) method is used to find the optimal time lag. Then the time series is decomposed by wavelet transform to eliminate the instability. Cao's method is adopted to determine free parameters of support vector machines. Additionally, the proposed model was tested on the prediction of share price of one listed company in China. Especially, In order to validate the rationality of chosen dimension, the other three random dimensions were selected to compare with the calculated dimension. And to prove the effectiveness of the model, PSVM algorithm was used to compare with the result of WT-SVM. Experimental results showed that the proposed model performed the best predictive accuracy and generalization, implying that integrating the wavelet transform with LS-SVM model can serve as a promising alternative for share price prediction.
Can Respir …, 2004
BACKGROUND: Several sets of Canadian guidelines for the diag- nosis and management of asthma have... more BACKGROUND: Several sets of Canadian guidelines for the diag- nosis and management of asthma have been published over the past 15 years. Since the last revision of the 1999 Canadian Asthma Consensus Report, important new studies have highlighted the need to ...
Cybernetics and Intelligent …, 2008
In the analysis of predicting share price based on least squares support vector machine (LS-SVM),... more In the analysis of predicting share price based on least squares support vector machine (LS-SVM), the instability of the time series could lead to decrease of prediction accuracy. On the other hand, three SVM parameters, c , ε and σ , must be carefully predetermined in establishing an efficient LS-SVM model. In order to solve the problems mentioned above, in this paper, the hybrid of wavelet transform (WT) with LS-SVM model was established. First the chaotic feature of share price is verified with chaos theory. It can be seen that share price possessed chaotic features, providing a basis for performing short-term forecast of share price with the help of chaos theory. Average Mutual Information (AMI) method is used to find the optimal time lag. Then the time series is decomposed by wavelet transform to eliminate the instability. Cao's method is adopted to determine free parameters of support vector machines. Additionally, the proposed model was tested on the prediction of share price of one listed company in China. Especially, In order to validate the rationality of chosen dimension, the other three random dimensions were selected to compare with the calculated dimension. And to prove the effectiveness of the model, PSVM algorithm was used to compare with the result of WT-SVM. Experimental results showed that the proposed model performed the best predictive accuracy and generalization, implying that integrating the wavelet transform with LS-SVM model can serve as a promising alternative for share price prediction.
Can Respir …, 2004
BACKGROUND: Several sets of Canadian guidelines for the diag- nosis and management of asthma have... more BACKGROUND: Several sets of Canadian guidelines for the diag- nosis and management of asthma have been published over the past 15 years. Since the last revision of the 1999 Canadian Asthma Consensus Report, important new studies have highlighted the need to ...