{"id":"https://openalex.org/W2129901150","doi":"https://doi.org/10.5539/cis.v5n6p13","title":"Forecasting Financial Time Series Using Multiple Regression, Multi Layer Perception, Radial Basis Function and Adaptive Neuro Fuzzy Inference System Models: A Comparative Analysis","display_name":"Forecasting Financial Time Series Using Multiple Regression, Multi Layer Perception, Radial Basis Function and Adaptive Neuro Fuzzy Inference System Models: A Comparative Analysis","publication_year":2012,"publication_date":"2012-10-07","ids":{"openalex":"https://openalex.org/W2129901150","doi":"https://doi.org/10.5539/cis.v5n6p13","mag":"2129901150"},"language":"en","primary_location":{"id":"doi:10.5539/cis.v5n6p13","is_oa":true,"landing_page_url":"https://doi.org/10.5539/cis.v5n6p13","pdf_url":"https://ccsenet.org/journal/index.php/cis/article/download/13637/13742","source":{"id":"https://openalex.org/S2764452479","display_name":"Computer and Information Science","issn_l":"1913-8989","issn":["1913-8989","1913-8997"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310322531","host_organization_name":"Canadian Center of Science and Education","host_organization_lineage":["https://openalex.org/P4310322531"],"host_organization_lineage_names":["Canadian Center of Science and Education"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Computer and Information Science","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"hybrid","oa_url":"https://ccsenet.org/journal/index.php/cis/article/download/13637/13742","any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5009000710","display_name":"Arindam Chaudhuri","orcid":"https://orcid.org/0000-0002-8122-7172"},"institutions":[{"id":"https://openalex.org/I4210123960","display_name":"NIIT University","ror":"https://ror.org/02x35ep52","country_code":"IN","type":"education","lineage":["https://openalex.org/I4210123960"]},{"id":"https://openalex.org/I4210094966","display_name":"Marwadi Education Foundation","ror":"https://ror.org/00my7df95","country_code":"IN","type":"education","lineage":["https://openalex.org/I4210094966"]}],"countries":["IN"],"is_corresponding":true,"raw_author_name":"Arindam Chaudhuri","raw_affiliation_strings":["Faculty of Post Graduation Studies & Research in Engineering & Technology, Marwadi Education Foundation's Group of Institutions, Rajkot, State Gujarat, India","NIIT University"],"affiliations":[{"raw_affiliation_string":"Faculty of Post Graduation Studies & Research in Engineering & Technology, Marwadi Education Foundation's Group of Institutions, Rajkot, State Gujarat, India","institution_ids":["https://openalex.org/I4210094966"]},{"raw_affiliation_string":"NIIT University","institution_ids":["https://openalex.org/I4210123960"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5009000710"],"corresponding_institution_ids":["https://openalex.org/I4210094966","https://openalex.org/I4210123960"],"apc_list":null,"apc_paid":null,"fwci":0.3999,"has_fulltext":true,"cited_by_count":4,"citation_normalized_percentile":{"value":0.6888,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":94},"biblio":{"volume":"5","issue":"6","first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9995999932289124,"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":0.9995999932289124,"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":0.9854000210762024,"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":0.9837999939918518,"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/adaptive-neuro-fuzzy-inference-system","display_name":"Adaptive neuro fuzzy inference system","score":0.7720685005187988},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.7671346068382263},{"id":"https://openalex.org/keywords/soft-computing","display_name":"Soft computing","score":0.6351903676986694},{"id":"https://openalex.org/keywords/artificial-neural-network","display_name":"Artificial neural network","score":0.6214116811752319},{"id":"https://openalex.org/keywords/radial-basis-function","display_name":"Radial basis function","score":0.617235541343689},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.5664080381393433},{"id":"https://openalex.org/keywords/machine-learning","display_name":"Machine learning","score":0.526984453201294},{"id":"https://openalex.org/keywords/inference","display_name":"Inference","score":0.5240697860717773},{"id":"https://openalex.org/keywords/time-series","display_name":"Time series","score":0.4998948574066162},{"id":"https://openalex.org/keywords/data-mining","display_name":"Data mining","score":0.44262802600860596},{"id":"https://openalex.org/keywords/neuro-fuzzy","display_name":"Neuro-fuzzy","score":0.43845996260643005},{"id":"https://openalex.org/keywords/fuzzy-logic","display_name":"Fuzzy logic","score":0.3933645486831665},{"id":"https://openalex.org/keywords/fuzzy-control-system","display_name":"Fuzzy control system","score":0.31207019090652466}],"concepts":[{"id":"https://openalex.org/C186108316","wikidata":"https://www.wikidata.org/wiki/Q352530","display_name":"Adaptive neuro fuzzy inference system","level":4,"score":0.7720685005187988},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.7671346068382263},{"id":"https://openalex.org/C140073362","wikidata":"https://www.wikidata.org/wiki/Q738759","display_name":"Soft computing","level":3,"score":0.6351903676986694},{"id":"https://openalex.org/C50644808","wikidata":"https://www.wikidata.org/wiki/Q192776","display_name":"Artificial neural network","level":2,"score":0.6214116811752319},{"id":"https://openalex.org/C98856871","wikidata":"https://www.wikidata.org/wiki/Q1588488","display_name":"Radial basis function","level":3,"score":0.617235541343689},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.5664080381393433},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.526984453201294},{"id":"https://openalex.org/C2776214188","wikidata":"https://www.wikidata.org/wiki/Q408386","display_name":"Inference","level":2,"score":0.5240697860717773},{"id":"https://openalex.org/C151406439","wikidata":"https://www.wikidata.org/wiki/Q186588","display_name":"Time series","level":2,"score":0.4998948574066162},{"id":"https://openalex.org/C124101348","wikidata":"https://www.wikidata.org/wiki/Q172491","display_name":"Data mining","level":1,"score":0.44262802600860596},{"id":"https://openalex.org/C29470771","wikidata":"https://www.wikidata.org/wiki/Q4165150","display_name":"Neuro-fuzzy","level":4,"score":0.43845996260643005},{"id":"https://openalex.org/C58166","wikidata":"https://www.wikidata.org/wiki/Q224821","display_name":"Fuzzy logic","level":2,"score":0.3933645486831665},{"id":"https://openalex.org/C195975749","wikidata":"https://www.wikidata.org/wiki/Q1475705","display_name":"Fuzzy control system","level":3,"score":0.31207019090652466}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.5539/cis.v5n6p13","is_oa":true,"landing_page_url":"https://doi.org/10.5539/cis.v5n6p13","pdf_url":"https://ccsenet.org/journal/index.php/cis/article/download/13637/13742","source":{"id":"https://openalex.org/S2764452479","display_name":"Computer and Information Science","issn_l":"1913-8989","issn":["1913-8989","1913-8997"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310322531","host_organization_name":"Canadian Center of Science and Education","host_organization_lineage":["https://openalex.org/P4310322531"],"host_organization_lineage_names":["Canadian Center of Science and Education"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Computer and Information Science","raw_type":"journal-article"}],"best_oa_location":{"id":"doi:10.5539/cis.v5n6p13","is_oa":true,"landing_page_url":"https://doi.org/10.5539/cis.v5n6p13","pdf_url":"https://ccsenet.org/journal/index.php/cis/article/download/13637/13742","source":{"id":"https://openalex.org/S2764452479","display_name":"Computer and Information Science","issn_l":"1913-8989","issn":["1913-8989","1913-8997"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310322531","host_organization_name":"Canadian Center of Science and Education","host_organization_lineage":["https://openalex.org/P4310322531"],"host_organization_lineage_names":["Canadian Center of Science and Education"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Computer and Information Science","raw_type":"journal-article"},"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":true,"grobid_xml":true},"content_urls":{"pdf":"https://content.openalex.org/works/W2129901150.pdf","grobid_xml":"https://content.openalex.org/works/W2129901150.grobid-xml"},"referenced_works_count":35,"referenced_works":["https://openalex.org/W1501162218","https://openalex.org/W1545710019","https://openalex.org/W1573766181","https://openalex.org/W1606936711","https://openalex.org/W1996640396","https://openalex.org/W2000969056","https://openalex.org/W2011227258","https://openalex.org/W2016415759","https://openalex.org/W2017954768","https://openalex.org/W2019207321","https://openalex.org/W2022943116","https://openalex.org/W2039926068","https://openalex.org/W2040410517","https://openalex.org/W2049937414","https://openalex.org/W2062706881","https://openalex.org/W2068120155","https://openalex.org/W2073515924","https://openalex.org/W2096768134","https://openalex.org/W2104456410","https://openalex.org/W2105119576","https://openalex.org/W2133321814","https://openalex.org/W2140971281","https://openalex.org/W2147042673","https://openalex.org/W2161349318","https://openalex.org/W2259289169","https://openalex.org/W2298168480","https://openalex.org/W2313953460","https://openalex.org/W2316706700","https://openalex.org/W2798056406","https://openalex.org/W4230964176","https://openalex.org/W4234309078","https://openalex.org/W4239194948","https://openalex.org/W4292483811","https://openalex.org/W4293507940","https://openalex.org/W6815962030"],"related_works":["https://openalex.org/W3014179099","https://openalex.org/W2022223561","https://openalex.org/W2771138448","https://openalex.org/W2785395359","https://openalex.org/W1549951490","https://openalex.org/W2916359391","https://openalex.org/W3089083001","https://openalex.org/W2247295643","https://openalex.org/W2111426611","https://openalex.org/W1966629635"],"abstract_inverted_index":{"In":[0,57],"the":[1,23,27,169],"last":[2],"few":[3],"decades,":[4],"techniques":[5,32,112],"such":[6],"as":[7,36,115],"Artificial":[8,70,103],"Neural":[9,71,104],"Networks":[10],"and":[11,53,65,90,106,138],"Fuzzy":[12,75,109,135],"Inference":[13,76,110,136],"Systems":[14],"were":[15],"used":[16,35],"for":[17,78,141,156],"developing":[18],"predictive":[19],"models":[20],"to":[21],"estimate":[22],"required":[24],"parameters.":[25],"Since":[26],"recent":[28],"past":[29],"Soft":[30,149,165],"Computing":[31,150,166],"are":[33,113],"being":[34],"alternate":[37],"statistical":[38,95],"tool.":[39],"Determination":[40],"of":[41,43,69,80,85,97,102,172],"nature":[42],"financial":[44,86,160],"time":[45,51,87,161],"series":[46,88,162],"data":[47,89],"is":[48,119,152],"difficult,":[49],"expensive,":[50],"consuming":[52],"involves":[54],"complex":[55],"tests.":[56],"this":[58],"paper,":[59],"we":[60],"use":[61],"Multi":[62,130],"Layer":[63,131],"Perception":[64],"Radial":[66,122],"Basis":[67,123],"Functions":[68,124],"Networks,":[72],"Adaptive":[73,107,133],"Neuro":[74,108,134],"System":[77,111,137],"prediction":[79],"S%":[81],"(Financial":[82],"Stress":[83],"percent)":[84],"compare":[91],"it":[92],"with":[93],"traditional":[94],"tool":[96,155],"Multiple":[98,139],"Regression.":[99],"The":[100,144],"accuracies":[101],"Network":[105],"evaluated":[114],"relatively":[116],"similar.":[117],"It":[118],"found":[120],"that":[121,148],"constructed":[125],"exhibit":[126],"high":[127],"performance":[128,145],"than":[129],"Perception,":[132],"Regression":[140],"predicting":[142],"S%.":[143],"comparison":[146],"shows":[147],"paradigm":[151],"a":[153],"promising":[154],"minimizing":[157],"uncertainties":[158],"in":[159],"data.":[163],"Further":[164],"also":[167],"minimizes":[168],"potential":[170],"inconsistency":[171],"correlations.":[173]},"counts_by_year":[{"year":2024,"cited_by_count":1},{"year":2021,"cited_by_count":1},{"year":2016,"cited_by_count":1},{"year":2015,"cited_by_count":1}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}
