DocumentCode
2180791
Title
A Method of Determining the Secondary Exponential Smoothing Parameter Based on OWA
Author
Hao, Fei ; Pei, Zheng
Author_Institution
Sch. of Math. & Comput. Eng., Xihua Univ., Sichuan
fYear
2006
fDate
Oct. 18 2006-Sept. 20 2006
Firstpage
459
Lastpage
462
Abstract
To predict the stock closing price, the method of the secondary exponential smoothing model (SESM) is used to a trend prediction. In order to determine smoothing parameter, ordered weighted aggregation (OWA) is considered and optimal model of OL is proposed. To obtain the weights of OWA, historical error and prediction error of SESM are defined. Our method is applied to San Jing drugs stock closing price forecast
Keywords
forecasting theory; pharmaceutical industry; pricing; smoothing methods; OWA; San Jing drugs stock closing price forecast; ordered weighted aggregation; secondary exponential smoothing parameter; Decision making; Drugs; Economic forecasting; Electronic mail; Mathematical model; Mathematics; Open wireless architecture; Predictive models; Smoothing methods; Stock markets;
fLanguage
English
Publisher
ieee
Conference_Titel
Communications and Information Technologies, 2006. ISCIT '06. International Symposium on
Conference_Location
Bangkok
Print_ISBN
0-7803-9741-X
Electronic_ISBN
0-7803-9741-X
Type
conf
DOI
10.1109/ISCIT.2006.339988
Filename
4141427
Link To Document