Most of existing fuzzy forecasting models partition historical training time series into fuzzy time series and build fuzzy-trend logical relationship groups to generate forecasting rules. The determination process of intervals is complex and uncertainty. In this paper, we present a novel In order to compare the performance of the proposed model with that of the other models, we apply the proposed method to forecast the Taiwan Stock Exchange Capitalization Weighted Stock Index (TAIEX) time series datasets. The experimental results and the comparison results show that the proposed method can be successfully applied in stock market forecasting or such kinds of time series. We also apply the proposed method to forecast Shanghai Stock Exchange Composite Index (SHSECI) to verify its effectiveness and universality.

Abstract:The determination of supplier risk indicators is complex. Using vast data from SAP system of the enterprise, risk warning indicators can be reduced and optimized by the method of rough set. First of all, extract historical data from SAP system, and determine the discrete rules as excellent, good, moderate, and poor for each risk indicators to construct knowledge set which can be used for rough set operation. Then, using rough set theory to divide decision attribute set into equivalence classes, reduce non essential attributes, and calculate the dependence and importance degree for each essential attributes. After the normalization for all essential attributes, the reduced and optimized indicators for supplier risk evaluation system can be reached.

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Abstract:As a new kind of swarm intelligence algorithm, particle swarm optimization (PSO) algorithm can be calculated conveniently to achieve fast convergence and good convergence performance advantages. However, it shows shortcoming of falling into local extreme point. In this paper, a harmony search algorithm was used to improve PSO. Harmony Search Algorithm, as a new optimization algorithm, presents a good global search performance. By examining four standard test functions, the accuracy of convergence speed or convergence using improved PSO harmony search algorithm was validated.