Nothing Special   »   [go: up one dir, main page]
Skip to main content
Springer Nature Link
Log in

Fuzzy Forecasting with DNA Computing

  • Conference paper
DNA Computing (DNA 2006)

Part of the book series: Lecture Notes in Computer Science ((LNTCS,volume 4287))

Included in the following conference series:

  • 766 Accesses

Abstract

There are many forecasting techniques including: exponential smoothing, ARIMA model, GARCH model, neural networks and genetic algorithm, etc. Since financial time series may be influenced by many factors, conventional model based techniques and hard computing methods seem inadequate in the prediction. Those methods, however, have their drawbacks and advantages. In recent years, the innovation and improvement of forecasting techniques have caught more attention, and also provides indispensable information in decision-making process. In this paper, a new forecasting technique, named DNA forecasting, is developed. This may be of use to a nonlinear time series forecasting. The methods combined the mathematical, computational, and biological sciences. In the empirical study, we demonstrated a novel approach to forecast the exchange rates through DNA. The mean absolute forecasting accuracy method is defined and used in evaluating the performance of linguistic forecasting. The comparison with ARIMA model is also illustrated.

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Log in via an institution

Institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

Similar content being viewed by others

References

  1. Adams, J.: On the Application of DNA Based Computation (1998), http://publish.uwo.ca/~jadams/dnaapps1.htm

  2. Adleman, L.: Computing with DNA. Scientific American 279, 34–41 (1988)

    Google Scholar 

  3. Adleman, L.: Molecular computation of solutions to combinatorial problems. Science 226, 1021–1024 (1994)

    Article  Google Scholar 

  4. Boneh, D., Dunworth, C., Lipton, R., Sgall, J.: On the Computational Power of DNA. DAMATH: Discrete Applied Mathematics and Combinatorial Operations Research and Computer Science 71 (1996)

    Google Scholar 

  5. Chen, S.M., Hwang, J.R.: Temperature prediction using fuzzy time series. IEEE Transactions on Systems, Man, and Cybernetics 30, 263–275 (2000)

    Article  Google Scholar 

  6. Chiang, D., Chow, L., Wang, Y.: Mining time series data by a fuzzy linguistic summary system. Fuzzy Sets and Systems 112, 419–432 (2000)

    Article  MATH  Google Scholar 

  7. Cho, A.: DNA Computing: Hairpins Trigger an Automatic Solution. Science 288, 1152–1153 (2000)

    Article  Google Scholar 

  8. Guarnieri, F., Fliss, M., Bancroft, C.: Making DNA Add. Science 273, 220–223 (1996)

    Article  Google Scholar 

  9. Huarng, K.: Heuristic models of fuzzy time series for forecasting. Fuzzy Sets and Systems 123, 369–386 (2001)

    Article  MATH  MathSciNet  Google Scholar 

  10. Johnson, R.C.: Time to Engineer DNA Computers. EE Times (2001), http://www.eetimes.com/story/OEG20001221s0032

  11. Kari, L., Gloor, G., Yu, S.: Using DNA to solve the Bounded Post Correspondence Problem. Theoretical Computer Science 231, 192–203 (2000)

    Article  MathSciNet  Google Scholar 

  12. Kumar, K., Wu, B.: Detection of change points in time series analysis with fuzzy statistics. International Journal of Systems Science 32, 1185–1192 (2001)

    Article  MATH  MathSciNet  Google Scholar 

  13. Lipton, R.: DNA Solution of Hard Computational Problems. Science 268, 542–545 (1995)

    Article  Google Scholar 

  14. Liu, Q., Wang, L., Frutos, A.G., Condon, A.E., Corn, R.M., Smith, L.M.: DNA computing on surface. Nature 403, 175–179 (2000)

    Article  Google Scholar 

  15. Miller, C.: Using DNA Algorithms to Solve NP-Complete Problems, http://www.csd.uwo.ca/~jamie/.Refs/Courses/CS881/charlotte.html

  16. Normile, D.: Molecular Computing: DNA-Based Computer Takes Aim at Genes. Science 295, 951 (2002)

    Article  Google Scholar 

  17. Ouyang, Q., Kaplan, P.D., Liu, S., Libchaber, A.: DNA Solution of the Maximal Clique Problem. Science 278, 446–449 (1997)

    Article  Google Scholar 

  18. Owenson, G.G., Amos, M., Hodgson, D.A., Gibbsons, A.: DNA-based logic. Soft Computing 5, 102–105 (2001)

    Article  MATH  Google Scholar 

  19. Parker, J.: Computing with DNA. European Molecular Biology Organization Reports 4, 7–10 (2003)

    Google Scholar 

  20. Păun, G.: Computing with Bio-Molecules: Theory and Experiments. Springer, Heidelberg (1998)

    MATH  Google Scholar 

  21. Păun, G., Rozenberg, G., Salomaa, A.: DNA Computing - New Computing Paradigms. Springer, Heidelberg (1998)

    MATH  Google Scholar 

  22. Reif, J.H., LaBean, T.H., Pirrug, M., Rana, V.S., Guo, B., Kingsford, C., Wickham, G.S.: Experimental construction of a very large scale DNA database with associatice search capability. In: The 7th International Workshop on DNA-Based Computers, pp. 241–250 (2001)

    Google Scholar 

  23. Tseng, F., Tzeng, G.: A fuzzy SARIMA model for forecasting. Fuzzy Sets and Systems 126, 367–376 (2002)

    Article  MATH  MathSciNet  Google Scholar 

  24. Tseng, F., Tzeng, G., Yu, H., Yuan, B.: Fuzzy ARIMA model for forecasting the foreign exchange market. Fuzzy Sets and Systems 118, 9–19 (2001)

    Article  MathSciNet  Google Scholar 

  25. Winfree, E., Lin, F., Wenzler, L.A., Seeman, N.C.: Design and self-assembly of two-dimensional DNA crystals. Nature 394, 539–545 (1998)

    Article  Google Scholar 

  26. Wu, B., Hung, S.: A fuzzy identification procedure for nonlinear time series: with example on ARCH and bilinear models. Fuzzy Sets and Systems 108, 275–287 (1999)

    Article  MATH  MathSciNet  Google Scholar 

Download references

Author information

Authors and Affiliations

  1. Graduate School of Information, Production and Systems, Waseda University, Fukuoka, 808-0135, Japan

    Don Jyh-Fu Jeng & Junzo Watada

  2. Department of Mathematical Sciences, National Chengchi University, Taipei, 116, Taiwan

    Berlin Wu

  3. Department of Biochemistry, School of Medicine, Taipei Medical University, Taipei, 110, Taiwan

    Jui-Yu Wu

Authors
  1. Don Jyh-Fu Jeng
    View author publications

    You can also search for this author in PubMed Google Scholar

  2. Junzo Watada
    View author publications

    You can also search for this author in PubMed Google Scholar

  3. Berlin Wu
    View author publications

    You can also search for this author in PubMed Google Scholar

  4. Jui-Yu Wu
    View author publications

    You can also search for this author in PubMed Google Scholar

Editor information

Editors and Affiliations

  1. Department of Chemistry, Purdue University, 560 Oval Drive, 47907-2084, West Lafayette, IN, USA

    Chengde Mao

  2. Faculty of Education and Integrated Arts and Sciences, Department of Mathematics, Waseda University, 1-6-1 Nishiwaseda, Shinjuku-ku, 169-8050, Tokyo, Japan

    Takashi Yokomori

Rights and permissions

Reprints and permissions

Copyright information

© 2006 Springer-Verlag Berlin Heidelberg

About this paper

Cite this paper

Jeng, D.JF., Watada, J., Wu, B., Wu, JY. (2006). Fuzzy Forecasting with DNA Computing. In: Mao, C., Yokomori, T. (eds) DNA Computing. DNA 2006. Lecture Notes in Computer Science, vol 4287. Springer, Berlin, Heidelberg. https://doi.org/10.1007/11925903_25

Download citation

  • DOI: https://doi.org/10.1007/11925903_25

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-49024-1

  • Online ISBN: 978-3-540-68423-7

  • eBook Packages: Computer ScienceComputer Science (R0)

Publish with us

Policies and ethics

Search

Navigation