Multilayer Stock Forecasting Model Using Fuzzy Time Series

Table 4

Different results on TAIEX, NASDAQ, DJI, and S&P 500 for original data (Yu [22]).

	Length	Adaptation	Year										Average
			1990	1991	1992	1993	1994	1995	1996	1997	1998	1999
TAIEX	𝜃	Ne	273.9	67.1	55.0	105.1	134.4	82.9	54.5	148.8	152.6	122.9	119.7
	𝜃	I	241.2	57.4	49.9	104.1	109.0	76.6	53.8	141.4	133.7	118.0	108.5
	𝜃	II	242.0	59.1	50.1	104.4	110.4	75.8	53.6	141.7	132.3	118.9	108.8
	𝜃^∗	Ne	234.6	78.3	51.5	101.1	130.9	81.6	53.6	143.3	164.4	146.2	118.5
	𝜃^∗	I	221.0	66.5	49.5	100.8	112.6	76.7	53.2	137.9	142.5	125.8	108.6
	𝜃^∗	II	221.2	68.3	49.3	101.0	114.0	77.0	53.2	137.3	142.7	126.2	109.0
NASDAQ	𝜃	Ne	7.1	6.4	4.7	6.9	7.5	12.0	11.0	26.4	33.0	50.3	16.5
	𝜃	I	6.2	6.3	4.5	6.4	6.8	11.3	10.7	22.7	31.9	50.1	15.7
	𝜃	II	6.2	6.3	4.4	6.4	6.6	11.4	10.7	22.9	32.1	50.1	15.7
	𝜃^∗	Ne	6.6	7.0	5.1	6.7	7.3	11.2	10.7	28.1	32.0	49.9	16.5
	𝜃^∗	I	6.0	6.7	4.8	6.4	6.8	11.0	10.6	25.2	31.2	49.9	15.9
	𝜃^∗	II	6.0	6.6	4.8	6.7	6.9	10.9	10.4	25.2	31.9	49.9	15.9
	Length	Adaptation	Year										Average
			2000	2001	2002	2003	2004	2005	2006	2007	2008	2009
DJI	𝜃	Ne	138.2	198.0	148.0	67.4	77.9	65.0	48.6	188.1	585.3	85.9	160.2
	𝜃	I	135.0	146.1	133.3	65.6	73.1	55.2	49.4	176.8	412.8	84.8	133.2
	𝜃	II	129.6	150.7	133.8	65.7	74.3	56.4	48.6	177.4	418.3	85.1	134.0
	𝜃^∗	Ne	138.6	203.0	156.1	66.0	73.4	61.3	54.6	182.1	564.1	83.4	158.3
	𝜃^∗	I	136.8	168.3	139.9	64.7	70.1	54.6	54.0	174.2	417.3	83.0	136.3
	𝜃^∗	II	135.9	171.7	139.0	64.9	70.0	54.6	53.7	174.9	419.7	83.1	136.8
S&P 500	𝜃	Ne	29.1	15.4	14.2	7.0	7.3	7.0	7.8	19.5	42.2	12.2	16.2
	𝜃	I	23.3	14.2	12.9	7.0	7.2	6.6	7.1	19.8	37.5	11.2	14.7
	𝜃	II	24.4	14.1	13.1	7.0	7.2	6.6	7.1	19.9	37.6	11.1	14.8
	𝜃^∗	Ne	28.4	14.9	18.0	7.8	7.6	6.4	7.2	21.2	43.1	11.6	16.6
	𝜃^∗	I	24.6	14.3	16.9	7.6	7.6	6.3	6.9	21.0	37.1	11.1	15.3
	𝜃^∗	II	25.3	14.2	16.6	7.8	7.6	6.3	6.9	21.0	37.8	11.1	15.4