Research Article
Multilayer Stock Forecasting Model Using Fuzzy Time Series
Table 1
Forecasting performance for TAIEX with length = 100.
| Model | | Year | 1990 | 1991 | 1992 | 1993 | 1994 | 1995 | 1996 | 1997 | 1998 | 1999 |
|
Chen [40]
| 50 | 215.4 | 109.6 | 58.8 | 120.9 | 107.5 | 78.6 | 63.9 | 145.3 | 139.3 | 122.3 | 70 | 217.9 | 96.9 | 67.7 | 125.6 | 106.7 | 92.9 | 57.7 | 148.4 | 125.7 | 123.2 |
|
Yu [17, 32]
| 50 | 219.7 | 77.3 | 52.3 | 113.6 | 102.9 | 74.2 | 65.1 | 140.6 | 145.7 | 115.8 | 70 | 223.7 | 92.1 | 71.5 | 124.1 | 99.5 | 87.4 | 59.2 | 138.8 | 124.5 | 112.4 |
|
|