Multilayer Stock Forecasting Model Using Fuzzy Time Series

Table 5

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

	Length	Adaptation	Year										Average
			1990	1991	1992	1993	1994	1995	1996	1997	1998	1999
TAIEX	𝑙	Ne	175.7	45.3	41.9	106.8	93.4	64.1	50.5	137.4	115.8	103.3	93.4
	𝑙	I	171.8	43.6	41.4	104.4	93.9	64.8	51.6	136.9	114.9	105.8	92.9
	𝑙	II	170.1	43.3	41.6	104.6	95.2	65.1	51.6	137.4	116.4	105.7	93.1
	𝑙^∗	Ne	176.9	43.9	44.7	102.2	93.0	62.2	48.6	146.8	116.8	98.9	93.4
	𝑙^∗	I	170.7	42.9	43.1	101.6	92.9	62.5	49.2	144.2	113.7	100.8	92.2
	𝑙^∗	II	171.1	43.1	43.1	101.6	95.3	62.3	48.8	144.9	114.4	100.8	92.5
NASDAQ	𝑙	Ne	4.2	6.8	4.1	5.2	5.7	12.1	9.9	19.8	34.1	46.9	14.9
	𝑙	I	4.8	6.7	4.0	5.2	5.6	11.7	10.2	20.2	32.4	49.0	15.0
	𝑙	II	4.8	6.4	4.1	5.3	5.6	12.0	10.2	20.2	34.4	47.2	15.0
	𝑙^∗	Ne	5.3	6.7	4.0	5.2	5.4	11.5	9.8	19.8	30.6	48.4	14.7
	𝑙^∗	I	5.2	6.8	4.0	5.2	5.4	11.4	10.0	20.5	30.4	50.1	14.9
	𝑙^∗	II	5.2	6.5	4.0	5.2	5.4	11.5	10.0	20.6	30.2	48.4	14.7
	Length	Adaptation	Year										Average
			2000	2001	2002	2003	2004	2005	2006	2007	2008	2009
DJI	𝑙	Ne	144.5	100.2	108.6	60.7	66.0	49.1	56.2	160.8	306.1	79.3	113.2
	𝑙	I	142.8	98.0	108.4	60.7	65.3	47.4	55.2	162.4	290.5	85.3	111.6
	𝑙	II	142.3	96.9	109.9	62.1	65.5	47.5	55.3	162.9	299.0	86.1	112.7
	𝑙^∗	Ne	136.8	95.3	110.7	58.5	64.0	52.0	55.8	161.6	296.3	81.8	111.3
	𝑙^∗	I	136.1	94.5	109.9	58.4	63.3	49.8	55.1	162.3	296.0	84.8	111.0
	𝑙^∗	II	136.3	94.8	111.7	59.0	64.1	49.8	55.3	163.1	301.7	84.8	112.0
S&P 500	𝑙	Ne	19.3	11.5	11.8	6.9	7.4	6.4	7.0	20.5	36.3	8.9	13.6
	𝑙	I	19.7	11.3	11.8	6.9	7.3	6.3	6.8	20.6	35.1	9.9	13.6
	𝑙	II	19.6	11.3	11.8	6.9	7.3	6.3	7.1	20.7	35.0	9.9	13.6
	𝑙^∗	Ne	19.7	11.6	11.7	6.6	7.7	6.1	6.9	20.3	31.8	9.0	13.1
	𝑙^∗	I	20.3	11.4	11.6	6.6	7.5	6.0	6.7	20.4	31.9	9.5	13.2
	𝑙^∗	II	20.1	11.4	11.9	6.7	7.7	6.1	6.7	20.6	31.6	9.5	13.2