{"id":"https://openalex.org/W2119712504","doi":"https://doi.org/10.1016/j.eswa.2008.10.075","title":"Forecasting the turning time of stock market based on Markov\u2013Fourier grey model","display_name":"Forecasting the turning time of stock market based on Markov\u2013Fourier grey model","publication_year":2008,"publication_date":"2008-11-15","ids":{"openalex":"https://openalex.org/W2119712504","doi":"https://doi.org/10.1016/j.eswa.2008.10.075","mag":"2119712504"},"language":"en","primary_location":{"id":"doi:10.1016/j.eswa.2008.10.075","is_oa":false,"landing_page_url":"https://doi.org/10.1016/j.eswa.2008.10.075","pdf_url":null,"source":{"id":"https://openalex.org/S13144211","display_name":"Expert Systems with Applications","issn_l":"0957-4174","issn":["0957-4174","1873-6793"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Expert Systems with Applications","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5108523641","display_name":"Yen-Tseng Hsu","orcid":null},"institutions":[{"id":"https://openalex.org/I154864474","display_name":"National Taiwan University of Science and Technology","ror":"https://ror.org/00q09pe49","country_code":"TW","type":"education","lineage":["https://openalex.org/I154864474"]}],"countries":["TW"],"is_corresponding":false,"raw_author_name":"Yen-Tseng Hsu","raw_affiliation_strings":["Department of Computer Science and Information Engineering, National Taiwan University of Science and Technology, Taipei, Taiwan, ROC","Department of Computer Science and Information Engineering, National Taiwan University of Science and Technology, Taipei, Taiwan (ROC)"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Computer Science and Information Engineering, National Taiwan University of Science and Technology, Taipei, Taiwan, ROC","institution_ids":["https://openalex.org/I154864474"]},{"raw_affiliation_string":"Department of Computer Science and Information Engineering, National Taiwan University of Science and Technology, Taipei, Taiwan (ROC)","institution_ids":["https://openalex.org/I154864474"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5024635143","display_name":"Ming-Chung Liu","orcid":null},"institutions":[{"id":"https://openalex.org/I154864474","display_name":"National Taiwan University of Science and Technology","ror":"https://ror.org/00q09pe49","country_code":"TW","type":"education","lineage":["https://openalex.org/I154864474"]}],"countries":["TW"],"is_corresponding":false,"raw_author_name":"Ming-Chung Liu","raw_affiliation_strings":["Department of Electrical Engineering, National Taiwan University of Science and Technology, Taipei, Taiwan, ROC","Department of Electrical Engineering, National Taiwan University of Science and Technology, Taipei, Taiwan ROC"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Electrical Engineering, National Taiwan University of Science and Technology, Taipei, Taiwan, ROC","institution_ids":["https://openalex.org/I154864474"]},{"raw_affiliation_string":"Department of Electrical Engineering, National Taiwan University of Science and Technology, Taipei, Taiwan ROC","institution_ids":["https://openalex.org/I154864474"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5110217441","display_name":"Jerome Yeh","orcid":null},"institutions":[{"id":"https://openalex.org/I154864474","display_name":"National Taiwan University of Science and Technology","ror":"https://ror.org/00q09pe49","country_code":"TW","type":"education","lineage":["https://openalex.org/I154864474"]}],"countries":["TW"],"is_corresponding":true,"raw_author_name":"Jerome Yeh","raw_affiliation_strings":["Department of Computer Science and Information Engineering, National Taiwan University of Science and Technology, Taipei, Taiwan, ROC","Department of Computer Science and Information Engineering, National Taiwan University of Science and Technology, Taipei, Taiwan (ROC)"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Computer Science and Information Engineering, National Taiwan University of Science and Technology, Taipei, Taiwan, ROC","institution_ids":["https://openalex.org/I154864474"]},{"raw_affiliation_string":"Department of Computer Science and Information Engineering, National Taiwan University of Science and Technology, Taipei, Taiwan (ROC)","institution_ids":["https://openalex.org/I154864474"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5080519896","display_name":"Hui-Fen Hung","orcid":"https://orcid.org/0000-0002-6596-0489"},"institutions":[{"id":"https://openalex.org/I154864474","display_name":"National Taiwan University of Science and Technology","ror":"https://ror.org/00q09pe49","country_code":"TW","type":"education","lineage":["https://openalex.org/I154864474"]}],"countries":["TW"],"is_corresponding":false,"raw_author_name":"Hui-Fen Hung","raw_affiliation_strings":["Department of Electrical Engineering, National Taiwan University of Science and Technology, Taipei, Taiwan, ROC","Department of Electrical Engineering, National Taiwan University of Science and Technology, Taipei, Taiwan ROC"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Electrical Engineering, National Taiwan University of Science and Technology, Taipei, Taiwan, ROC","institution_ids":["https://openalex.org/I154864474"]},{"raw_affiliation_string":"Department of Electrical Engineering, National Taiwan University of Science and Technology, Taipei, Taiwan ROC","institution_ids":["https://openalex.org/I154864474"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5110217441"],"corresponding_institution_ids":["https://openalex.org/I154864474"],"apc_list":{"value":3220,"currency":"USD","value_usd":3220},"apc_paid":null,"fwci":2.1489,"has_fulltext":false,"cited_by_count":89,"citation_normalized_percentile":{"value":0.88461538,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":93,"max":99},"biblio":{"volume":"36","issue":"4","first_page":"8597","last_page":"8603"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T12368","display_name":"Grey System Theory Applications","score":0.9993000030517578,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T12368","display_name":"Grey System Theory Applications","score":0.9993000030517578,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11052","display_name":"Energy Load and Power Forecasting","score":0.9846000075340271,"subfield":{"id":"https://openalex.org/subfields/2208","display_name":"Electrical and Electronic Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11918","display_name":"Forecasting Techniques and Applications","score":0.9696999788284302,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/markov-chain","display_name":"Markov chain","score":0.7212501168251038},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.6214547157287598},{"id":"https://openalex.org/keywords/fourier-series","display_name":"Fourier series","score":0.5939503908157349},{"id":"https://openalex.org/keywords/hidden-markov-model","display_name":"Hidden Markov model","score":0.568078875541687},{"id":"https://openalex.org/keywords/markov-model","display_name":"Markov model","score":0.5530124306678772},{"id":"https://openalex.org/keywords/fourier-transform","display_name":"Fourier transform","score":0.5527763962745667},{"id":"https://openalex.org/keywords/markov-process","display_name":"Markov process","score":0.454296737909317},{"id":"https://openalex.org/keywords/time-series","display_name":"Time series","score":0.4522913992404938},{"id":"https://openalex.org/keywords/fourier-analysis","display_name":"Fourier analysis","score":0.41224637627601624},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.3819883465766907},{"id":"https://openalex.org/keywords/data-mining","display_name":"Data mining","score":0.33434468507766724},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.31649696826934814},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.3106982707977295},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.2629399597644806},{"id":"https://openalex.org/keywords/machine-learning","display_name":"Machine learning","score":0.24379399418830872}],"concepts":[{"id":"https://openalex.org/C98763669","wikidata":"https://www.wikidata.org/wiki/Q176645","display_name":"Markov chain","level":2,"score":0.7212501168251038},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.6214547157287598},{"id":"https://openalex.org/C207864730","wikidata":"https://www.wikidata.org/wiki/Q179467","display_name":"Fourier series","level":2,"score":0.5939503908157349},{"id":"https://openalex.org/C23224414","wikidata":"https://www.wikidata.org/wiki/Q176769","display_name":"Hidden Markov model","level":2,"score":0.568078875541687},{"id":"https://openalex.org/C163836022","wikidata":"https://www.wikidata.org/wiki/Q6771326","display_name":"Markov model","level":3,"score":0.5530124306678772},{"id":"https://openalex.org/C102519508","wikidata":"https://www.wikidata.org/wiki/Q6520159","display_name":"Fourier transform","level":2,"score":0.5527763962745667},{"id":"https://openalex.org/C159886148","wikidata":"https://www.wikidata.org/wiki/Q176645","display_name":"Markov process","level":2,"score":0.454296737909317},{"id":"https://openalex.org/C151406439","wikidata":"https://www.wikidata.org/wiki/Q186588","display_name":"Time series","level":2,"score":0.4522913992404938},{"id":"https://openalex.org/C203024314","wikidata":"https://www.wikidata.org/wiki/Q1365258","display_name":"Fourier analysis","level":3,"score":0.41224637627601624},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.3819883465766907},{"id":"https://openalex.org/C124101348","wikidata":"https://www.wikidata.org/wiki/Q172491","display_name":"Data mining","level":1,"score":0.33434468507766724},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.31649696826934814},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.3106982707977295},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.2629399597644806},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.24379399418830872},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1016/j.eswa.2008.10.075","is_oa":false,"landing_page_url":"https://doi.org/10.1016/j.eswa.2008.10.075","pdf_url":null,"source":{"id":"https://openalex.org/S13144211","display_name":"Expert Systems with Applications","issn_l":"0957-4174","issn":["0957-4174","1873-6793"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Expert Systems with Applications","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":25,"referenced_works":["https://openalex.org/W146868932","https://openalex.org/W1514324734","https://openalex.org/W1561424154","https://openalex.org/W1577818368","https://openalex.org/W1912074493","https://openalex.org/W2009738578","https://openalex.org/W2013377700","https://openalex.org/W2019207321","https://openalex.org/W2044986678","https://openalex.org/W2055887620","https://openalex.org/W2083312903","https://openalex.org/W2085692898","https://openalex.org/W2098376066","https://openalex.org/W2111556359","https://openalex.org/W2151892901","https://openalex.org/W2156060469","https://openalex.org/W2528354337","https://openalex.org/W2559284075","https://openalex.org/W2578937546","https://openalex.org/W2798814333","https://openalex.org/W3143385700","https://openalex.org/W3145241921","https://openalex.org/W4245066337","https://openalex.org/W6604234874","https://openalex.org/W6634609459"],"related_works":["https://openalex.org/W1510894296","https://openalex.org/W2134386692","https://openalex.org/W2082284720","https://openalex.org/W4224306892","https://openalex.org/W2194396582","https://openalex.org/W1574935133","https://openalex.org/W2094684004","https://openalex.org/W2116722627","https://openalex.org/W2537260108","https://openalex.org/W2379938888"],"abstract_inverted_index":null,"counts_by_year":[{"year":2025,"cited_by_count":2},{"year":2024,"cited_by_count":3},{"year":2023,"cited_by_count":8},{"year":2022,"cited_by_count":5},{"year":2021,"cited_by_count":2},{"year":2020,"cited_by_count":6},{"year":2019,"cited_by_count":9},{"year":2018,"cited_by_count":2},{"year":2017,"cited_by_count":10},{"year":2016,"cited_by_count":8},{"year":2015,"cited_by_count":8},{"year":2014,"cited_by_count":5},{"year":2013,"cited_by_count":7},{"year":2012,"cited_by_count":9}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}
