RBF-based time-series forecasting
Guangxu Zhou · Jisuanji gongcheng · 2005
The nonlinear properties of stock information were analyzed,and a novel time-series forecasting algorithm was provided.The new algorithm introduced radial basis functions into the basic ARMA model to explore the interaction among past information,and then chose optimal parameters for RBFs using an improved genetic algorithm.Then,selected stock prices trend was forecast using the new algorithm and approving results were achieved.