J. Schott and J. Kalita
Jeff Schott & Jugal Kalita
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.
Evidence weight
Balanced mode · F 0.40 / M 0.15 / V 0.05 / R 0.40
| F · citation impact | 0.00 × 0.4 = 0.00 |
| M · momentum | 0.20 × 0.15 = 0.03 |
| V · venue signal | 0.50 × 0.05 = 0.03 |
| R · text relevance † | 0.50 × 0.4 = 0.20 |
† Text relevance is estimated at 0.50 on the detail page — for your query’s actual relevance score, open this paper from a search result.