{"id":"https://openalex.org/W2398938119","doi":"https://doi.org/10.17706/jcp.11.3.216-224","title":"The Accuracy Rate of Holt-Winters Model with Particle Swarm Optimization in Forecasting Exchange Rates","display_name":"The Accuracy Rate of Holt-Winters Model with Particle Swarm Optimization in Forecasting Exchange Rates","publication_year":2015,"publication_date":"2015-11-06","ids":{"openalex":"https://openalex.org/W2398938119","doi":"https://doi.org/10.17706/jcp.11.3.216-224","mag":"2398938119"},"language":"en","primary_location":{"id":"doi:10.17706/jcp.11.3.216-224","is_oa":true,"landing_page_url":"https://doi.org/10.17706/jcp.11.3.216-224","pdf_url":"http://www.jcomputers.us/vol11/jcp1103-06.pdf","source":{"id":"https://openalex.org/S77894049","display_name":"Journal of Computers","issn_l":"1796-203X","issn":["1796-203X"],"is_oa":true,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310318660","host_organization_name":"Academy Publisher","host_organization_lineage":["https://openalex.org/P4310318660"],"host_organization_lineage_names":["Academy Publisher"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Computers","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"diamond","oa_url":"http://www.jcomputers.us/vol11/jcp1103-06.pdf","any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5074346228","display_name":"Riz Rupert L. Ortiz","orcid":null},"institutions":[{"id":"https://openalex.org/I4210123753","display_name":"Northwest Samar State University","ror":"https://ror.org/02jaraq65","country_code":"PH","type":"education","lineage":["https://openalex.org/I4210123753"]}],"countries":["PH"],"is_corresponding":true,"raw_author_name":"Riz Rupert L. Ortiz","raw_affiliation_strings":["Northwest Samar State University, Philippines"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Northwest Samar State University, Philippines","institution_ids":["https://openalex.org/I4210123753"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5074346228"],"corresponding_institution_ids":["https://openalex.org/I4210123753"],"apc_list":null,"apc_paid":null,"fwci":0.4008,"has_fulltext":true,"cited_by_count":11,"citation_normalized_percentile":{"value":0.7369802,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":97},"biblio":{"volume":"11","issue":"3","first_page":"216","last_page":"224"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9991000294685364,"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/T11326","display_name":"Stock Market Forecasting Methods","score":0.9991000294685364,"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/T11918","display_name":"Forecasting Techniques and Applications","score":0.9977999925613403,"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":0.9962000250816345,"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"}}],"keywords":[{"id":"https://openalex.org/keywords/exponential-smoothing","display_name":"Exponential smoothing","score":0.9231048822402954},{"id":"https://openalex.org/keywords/particle-swarm-optimization","display_name":"Particle swarm optimization","score":0.765430212020874},{"id":"https://openalex.org/keywords/smoothing","display_name":"Smoothing","score":0.6443175673484802},{"id":"https://openalex.org/keywords/exchange-rate","display_name":"Exchange rate","score":0.625285267829895},{"id":"https://openalex.org/keywords/standard-deviation","display_name":"Standard deviation","score":0.5866701602935791},{"id":"https://openalex.org/keywords/residual","display_name":"Residual","score":0.5185609459877014},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.44352155923843384},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.4272219240665436},{"id":"https://openalex.org/keywords/exponential-function","display_name":"Exponential function","score":0.4159201979637146},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.3394458293914795},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.24790188670158386},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.22765055298805237},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.22397920489311218},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.19042259454727173}],"concepts":[{"id":"https://openalex.org/C133710760","wikidata":"https://www.wikidata.org/wiki/Q775837","display_name":"Exponential smoothing","level":2,"score":0.9231048822402954},{"id":"https://openalex.org/C85617194","wikidata":"https://www.wikidata.org/wiki/Q2072794","display_name":"Particle swarm optimization","level":2,"score":0.765430212020874},{"id":"https://openalex.org/C3770464","wikidata":"https://www.wikidata.org/wiki/Q775963","display_name":"Smoothing","level":2,"score":0.6443175673484802},{"id":"https://openalex.org/C2776988154","wikidata":"https://www.wikidata.org/wiki/Q66100","display_name":"Exchange rate","level":2,"score":0.625285267829895},{"id":"https://openalex.org/C22679943","wikidata":"https://www.wikidata.org/wiki/Q159375","display_name":"Standard deviation","level":2,"score":0.5866701602935791},{"id":"https://openalex.org/C155512373","wikidata":"https://www.wikidata.org/wiki/Q287450","display_name":"Residual","level":2,"score":0.5185609459877014},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.44352155923843384},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.4272219240665436},{"id":"https://openalex.org/C151376022","wikidata":"https://www.wikidata.org/wiki/Q168698","display_name":"Exponential function","level":2,"score":0.4159201979637146},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.3394458293914795},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.24790188670158386},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.22765055298805237},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.22397920489311218},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.19042259454727173},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.0},{"id":"https://openalex.org/C139719470","wikidata":"https://www.wikidata.org/wiki/Q39680","display_name":"Macroeconomics","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.17706/jcp.11.3.216-224","is_oa":true,"landing_page_url":"https://doi.org/10.17706/jcp.11.3.216-224","pdf_url":"http://www.jcomputers.us/vol11/jcp1103-06.pdf","source":{"id":"https://openalex.org/S77894049","display_name":"Journal of Computers","issn_l":"1796-203X","issn":["1796-203X"],"is_oa":true,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310318660","host_organization_name":"Academy Publisher","host_organization_lineage":["https://openalex.org/P4310318660"],"host_organization_lineage_names":["Academy Publisher"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Computers","raw_type":"journal-article"}],"best_oa_location":{"id":"doi:10.17706/jcp.11.3.216-224","is_oa":true,"landing_page_url":"https://doi.org/10.17706/jcp.11.3.216-224","pdf_url":"http://www.jcomputers.us/vol11/jcp1103-06.pdf","source":{"id":"https://openalex.org/S77894049","display_name":"Journal of Computers","issn_l":"1796-203X","issn":["1796-203X"],"is_oa":true,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310318660","host_organization_name":"Academy Publisher","host_organization_lineage":["https://openalex.org/P4310318660"],"host_organization_lineage_names":["Academy Publisher"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Computers","raw_type":"journal-article"},"sustainable_development_goals":[],"awards":[],"funders":[{"id":"https://openalex.org/F4320323581","display_name":"Ateneo de Manila University","ror":"https://ror.org/053kevk63"}],"has_content":{"pdf":true,"grobid_xml":true},"content_urls":{"pdf":"https://content.openalex.org/works/W2398938119.pdf","grobid_xml":"https://content.openalex.org/works/W2398938119.grobid-xml"},"referenced_works_count":18,"referenced_works":["https://openalex.org/W66436267","https://openalex.org/W1516608020","https://openalex.org/W1602900798","https://openalex.org/W1964786271","https://openalex.org/W1965279137","https://openalex.org/W1966417280","https://openalex.org/W2008938188","https://openalex.org/W2046109338","https://openalex.org/W2046189018","https://openalex.org/W2048665112","https://openalex.org/W2051247577","https://openalex.org/W2091366210","https://openalex.org/W2110061996","https://openalex.org/W2136064253","https://openalex.org/W2142168021","https://openalex.org/W2144153633","https://openalex.org/W2162174678","https://openalex.org/W7018944381"],"related_works":["https://openalex.org/W3110660585","https://openalex.org/W4382138423","https://openalex.org/W2068015237","https://openalex.org/W4285210468","https://openalex.org/W4385790854","https://openalex.org/W4236520329","https://openalex.org/W2375002273","https://openalex.org/W4206732483","https://openalex.org/W2353066768","https://openalex.org/W2093101924"],"abstract_inverted_index":{"Exchange":[0],"rates":[1,17],"forecasting":[2,10,39,119],"is":[3,18,36,48,63],"a":[4],"crucial":[5],"and":[6,24,94],"challenging":[7],"task.":[8],"Accurate":[9],"of":[11,15,84,100],"the":[12,33,45,70,79,88,95,101,106],"imminent":[13],"movements":[14],"exchange":[16,40,85,102],"very":[19],"important":[20],"in":[21,77],"investments,":[22],"trade":[23],"economics.":[25],"In":[26],"this":[27],"paper,":[28],"an":[29],"exponential":[30],"smoothing":[31,46,71],"using":[32,53],"Holt-Winters":[34],"Model":[35],"used":[37,116],"for":[38,44,69],"rates.":[41,86],"Parameter":[42],"search":[43],"constants":[47],"done":[49],"through":[50],"computer":[51],"simulation":[52],"Particle":[54],"Swarm":[55],"Optimization":[56],"(PSO).":[57],"Experiment":[58],"results":[59],"show":[60],"that":[61,111],"PSO":[62,112],"able":[64],"to":[65,117],"compute":[66],"good":[67],"values":[68],"constants,":[72],"producing":[73],"forecasts":[74,104],"with":[75],"accuracy":[76],"determining":[78],"direction":[80],"(rise":[81],"or":[82],"fall)":[83],"Furthermore,":[87],"computed":[89],"Mean":[90],"Absolute":[91],"Deviation":[92],"(MAD)":[93],"Residual":[96],"Standard":[97],"Error":[98],"(RSE)":[99],"rate":[103],"from":[105],"actual":[107],"observed":[108],"data":[109],"indicate":[110],"can":[113],"also":[114],"be":[115],"improve":[118],"precision.":[120]},"counts_by_year":[{"year":2025,"cited_by_count":1},{"year":2023,"cited_by_count":1},{"year":2022,"cited_by_count":2},{"year":2020,"cited_by_count":3},{"year":2019,"cited_by_count":3},{"year":2018,"cited_by_count":1}],"updated_date":"2026-01-13T01:12:25.745995","created_date":"2016-06-24T00:00:00"}
