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| 基于测度递进的模糊认知图及其应用 | |
| 引用本文： | 马楠,杨炳儒,邱正强,易璐璐.基于测度递进的模糊认知图及其应用[J].计算机工程与设计,2012,33(5):1958-1962. |
| 作者姓名： | 马楠 杨炳儒 邱正强 易璐璐 |
| 作者单位： | 1. 北京科技大学计算机与通信工程学院,北京100083;北京联合大学信息学院,北京100101 2. 北京科技大学计算机与通信工程学院,北京,100083 3. 北京联合大学信息学院,北京,100101 |
| 基金项目： | 国家自然科学基金项目(61175048);北京市属高等学校人才强教计划资助基金项目 |
| 摘 要： | 模糊认知图(fuzzy cognitive map,FCM)具有简单的推理机制和较强的因果关系表达能力,已得到广泛关注和研究,但FCM对专家经验知识具有较强的依赖性,故而限制了在复杂动态系统建模中的应用.基于此,提出了一种测度递进策略的模糊认知图学习方法.利用线性回归算法,学习得到模糊认知图权重矩阵粗模型；将神经网络的权值调整算法应用于权重矩阵粗模型的细化过程,将该模糊认知图模型应用在股票市场,实现对股票日均值的预测.实验结果表明了该建模方式是有效的. |
| 关 键 词： | 模糊认知图 推理机制 测度递进 股票 预测 |
Progressive measure based fuzzy cognitive map and its application |
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| MA Nan , YANG Bing-ru , QIU Zheng-qiang , YI Lu-lu.Progressive measure based fuzzy cognitive map and its application[J].Computer Engineering and Design,2012,33(5):1958-1962. | |
| Authors: | MA Nan YANG Bing-ru QIU Zheng-qiang YI Lu-lu |
| Affiliation: | 1.College of Computer and Communication Engineering,University of Science and Technology Beijing, Beijing 100083,China;2.College of Information Technology,Beijing Union University,Beijing 100101,China) |
| Abstract: | Fuzzy cognitive map has been received extensive attentions due to its simple reasoning mechanism and strong causal relationship expression,but its reliance on expert experience and knowledge limits its application in the complex dynamic system.Based on this,a progressive strategy fuzzy cognitive maps learning method is proposed.First,linear regression algorithm is used to obtain the coarse model of weight matrix of fuzzy cognitive maps;then the neural network weight adjustment algorithm is applied to the refinement process of the coarse weight matrix model.Finally,this model is used in forecasting the daily average price in the stock market.Experiments show that this modeling approach is effective. |
| Keywords: | FCM inference mechanism progressive measure stock prediction |
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