Neuro‐fuzzy time‐series analysis of large‐volume data

Jeff Schott and Jugal Kalita

Intelligent Systems in Accounting, Finance and Management, 2011, vol. 18, issue 1, 39-57

Abstract: This paper describes a framework that utilizes an adaptive‐network‐based fuzzy inference system to perform user‐constrained pattern recognition on time‐series data. Using a customizable fuzzy logic grammar, the architecture allows an analyst to capture domain expertise in a context‐relevant manner. Fuzzy logic rules constructed by the analyst are used to perform feature extraction and influence the training of a neural network to perform pattern recognition. We demonstrate that the architecture is capable of performing noise‐tolerant searches across multiple features on large volumes of time‐series data. The experiments presented here are from the domain of stock analysis. We are able to create simple rule sets automatically to search a data warehouse of stocks to select stocks that exhibit desirable behaviours. Copyright © 2011 John Wiley & Sons, Ltd.

Date: 2011
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