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Adaptive mixed least squares Galerkin/Petrov finite element method for stationary conduction convection problems
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作者 张运章 侯延仁 魏红波 《Applied Mathematics and Mechanics(English Edition)》 SCIE EI 2011年第10期1269-1286,共18页
An adaptive mixed least squares Galerkin/Petrov finite element method (FEM) is developed for stationary conduction convection problems. The mixed least squares Galerkin/Petrov FEM is consistent and stable for any co... An adaptive mixed least squares Galerkin/Petrov finite element method (FEM) is developed for stationary conduction convection problems. The mixed least squares Galerkin/Petrov FEM is consistent and stable for any combination of discrete velocity and pressure spaces without requiring the Babuska-Brezzi stability condition. Using the general theory of Verfiirth, the posteriori error estimates of the residual type are derived. Finally, numerical tests are presented to illustrate the effectiveness of the method. 展开更多
关键词 conduction convection problem posteriori error analysis mixed finite element adaptive finite element least squares Galerkin/Petrov method
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On the Homotopy Analysis Method and Optimal Value of the Convergence Control Parameter: Solution of Euler-Lagrange Equation
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作者 Jafar Saberi-Nadjafi Reza Buzhabadi Hassan Saberi Nik 《Applied Mathematics》 2012年第8期873-881,共9页
This paper presents, an efficient approach for solving Euler-Lagrange Equation which arises from calculus of variations. Homotopy analysis method to find an approximate solution of variational problems is proposed. An... This paper presents, an efficient approach for solving Euler-Lagrange Equation which arises from calculus of variations. Homotopy analysis method to find an approximate solution of variational problems is proposed. An optimal value of the convergence control parameter is given through the square residual error. By minimizing the the square residual error, the optimal convergence-control parameters can be obtained. It is showed that the homotopy analysis method was valid and feasible to the study of variational problems. 展开更多
关键词 HOMOTOPY analysis method CALCULUS of VARIATIONS VARIATIONAL Problems EULER-LAGRANGE Equation square Residual error
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Criteria for Weighted Moving-Mean Method
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作者 Shuo Jiang Jinliang Wang 《Journal of Applied Mathematics and Physics》 2019年第9期1958-1967,共10页
The moving-mean method is one of the conventional approaches for trend-extraction from a data set. It is usually applied in an empirical way. The smoothing degree of the trend depends on the selections of window lengt... The moving-mean method is one of the conventional approaches for trend-extraction from a data set. It is usually applied in an empirical way. The smoothing degree of the trend depends on the selections of window length and weighted coefficients, which are associated with the change pattern of the data. Are there any uniform criteria for determining them? The present article is a reaction to this fundamental problem. By investigating many kinds of data, the results show that: 1) Within a certain range, the more points which participate in moving-mean, the better the trend function. However, in case the window length is too long, the trend function may tend to the ordinary global mean. 2) For a given window length, what matters is the choice of weighted coefficients. As the five-point case concerned, the local-midpoint, local-mean and global-mean criteria hold. Among these three criteria, the local-mean one has the strongest adaptability, which is suggested for your usage. 展开更多
关键词 WEIGHTED Moving-mean Least square method Extreme-Point Symmetric Mode Decomposition method Auto REGRESSIVE Moving-mean Data analysis methods
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Low-complexity signal detection for massive MIMO systems via trace iterative method
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作者 IMRAN A.Khoso ZHANG Xiaofei +2 位作者 ABDUL Hayee Shaikh IHSAN A.Khoso ZAHEER Ahmed Dayo 《Journal of Systems Engineering and Electronics》 SCIE CSCD 2024年第3期549-557,共9页
Linear minimum mean square error(MMSE)detection has been shown to achieve near-optimal performance for massive multiple-input multiple-output(MIMO)systems but inevitably involves complicated matrix inversion,which ent... Linear minimum mean square error(MMSE)detection has been shown to achieve near-optimal performance for massive multiple-input multiple-output(MIMO)systems but inevitably involves complicated matrix inversion,which entails high complexity.To avoid the exact matrix inversion,a considerable number of implicit and explicit approximate matrix inversion based detection methods is proposed.By combining the advantages of both the explicit and the implicit matrix inversion,this paper introduces a new low-complexity signal detection algorithm.Firstly,the relationship between implicit and explicit techniques is analyzed.Then,an enhanced Newton iteration method is introduced to realize an approximate MMSE detection for massive MIMO uplink systems.The proposed improved Newton iteration significantly reduces the complexity of conventional Newton iteration.However,its complexity is still high for higher iterations.Thus,it is applied only for first two iterations.For subsequent iterations,we propose a novel trace iterative method(TIM)based low-complexity algorithm,which has significantly lower complexity than higher Newton iterations.Convergence guarantees of the proposed detector are also provided.Numerical simulations verify that the proposed detector exhibits significant performance enhancement over recently reported iterative detectors and achieves close-to-MMSE performance while retaining the low-complexity advantage for systems with hundreds of antennas. 展开更多
关键词 signal detection LOW-COMPLEXITY linear minimum mean square error(MMSE) massive multiple-input multiple-output(MIMO) trace iterative method(TIM)
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LTE系统中的Mean-OTDOA定位算法 被引量:7
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作者 陈亚军 彭建华 +1 位作者 黄开枝 罗文宇 《计算机应用研究》 CSCD 北大核心 2014年第6期1783-1786,共4页
由于LTE蜂窝网中远近效应的影响,终端测量到的邻近基站信号的定位参数会存在较大的偏差,导致OTDOA定位方法(到达时间差定位法)估计的终端位置存在较大误差。基于此,提出一种改进的Mean-OTDOA定位算法。首先估计终端与各基站的时延,然后... 由于LTE蜂窝网中远近效应的影响,终端测量到的邻近基站信号的定位参数会存在较大的偏差,导致OTDOA定位方法(到达时间差定位法)估计的终端位置存在较大误差。基于此,提出一种改进的Mean-OTDOA定位算法。首先估计终端与各基站的时延,然后对终端与多基站的距离测量值进行平均,作为OTDOA定位方法中的参考距离,最后利用泰勒级数展开法对终端位置进行估计。仿真结果表明,该算法可提高终端的定位精度,在基站数目为5、测量误差标准差为50 m时,本算法的均方根误差比OTDOA算法降低了5.2039 m,且随着基站数目的增加,定位精度的改善程度优于OTDOA算法。 展开更多
关键词 LTE系统 远近效应 mean-OTDOA定位算法 泰勒级数 均方根误差
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一种局部概率引导的优化K-means++算法 被引量:7
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作者 王海燕 崔文超 +1 位作者 许佩迪 李闯 《吉林大学学报(理学版)》 CAS 北大核心 2019年第6期1431-1436,共6页
针对K-means++算法选取初始聚类中心计算误差平方和时,实验次数对误差平方影响不准确的问题,提出一种PK-means++算法.结果表明,该算法在进行分散数据聚类时,在同一K值情形下,聚类后的误差平方和较原K-means++算法更稳定,从而更好地保证... 针对K-means++算法选取初始聚类中心计算误差平方和时,实验次数对误差平方影响不准确的问题,提出一种PK-means++算法.结果表明,该算法在进行分散数据聚类时,在同一K值情形下,聚类后的误差平方和较原K-means++算法更稳定,从而更好地保证了随机实验取值的稳定性. 展开更多
关键词 聚类分析 K-means++算法 概率 误差平方和
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Estimating van Genuchten Model Parameters of Undisturbed Soils Using an Integral Method 被引量:16
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作者 HAN Xiang-Wei SHAO Ming-An R. HORTON 《Pedosphere》 SCIE CAS CSCD 2010年第1期55-62,共8页
The van Genuchten model is the most widely used soil water retention curve (SWRC) model. Two undisturbed soils (clay and loam) were used to evaluate the accuracy of the integral method to estimate van Genuchten mo... The van Genuchten model is the most widely used soil water retention curve (SWRC) model. Two undisturbed soils (clay and loam) were used to evaluate the accuracy of the integral method to estimate van Genuchten model parameters and to determine SWRCs of undisturbed soils. SWRCs calculated by the integral method were compared with those measured by a high speed centrifuge technique. The accuracy of the calculated results was evaluated graphically, as well as by root mean square error (RMSE), normalized root mean square error (NRMSE) and Willmott's index of agreement (1). The results obtained from the integral method were quite similar to those by the centrifuge technique. The RMSEs (4.61 ×10^-5 for Eum-Orthic Anthrosol and 2.74 × 10^-4 for Los-Orthic Entisol) and NRMSEs (1.56 × 10^-4 for Eum- Orthic Anthrosol and 1.45 ×10^-3 for Los-Orthic Entisol) were relatively small. The 1 values were 0.973 and 0.943 for Eum-Orthic Anthrosol and Los-Orthic Entisol, respectively, indicating a good agreement between the integral method values and the centrifuge values. Therefore, the integral method could be used to estimate SWRCs of undisturbed clay and loam soils. 展开更多
关键词 horizontal infiltration normalized root mean square error (NRMSE) root mean square error (RMSE) water retention. Willmott's index
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sEMG Feature Analysis on Forearm Muscle Fatigue During Isometric Contractions 被引量:9
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作者 明东 王欣 +6 位作者 徐瑞 邱爽 赵欣 綦宏志 周鹏 张力新 万柏坤 《Transactions of Tianjin University》 EI CAS 2014年第2期139-143,共5页
In order to detect and assess the muscle fatigue state with the surface electromyography(sEMG) characteristic parameters,this paper carried out a series of isometric contraction experiments to induce the fatigue on th... In order to detect and assess the muscle fatigue state with the surface electromyography(sEMG) characteristic parameters,this paper carried out a series of isometric contraction experiments to induce the fatigue on the forearm muscles from four subjects,and recorded the sEMG signals of the flexor carpi ulnaris.sEMG's median frequency(MDF) and mean frequency(MF) were extracted by short term Fourier transform(STFT),and the root mean square(RMS) of wavelet coefficients in the frequency band of 5—45 Hz was obtained by continuous wavelet transform(CWT).The results demonstrate that both MDF and MF show downward trends within 1 min; however,RMS shows an upward trend within the same time.The three parameters are closely correlated with absolute values of mean correlation coefficients greater than 0.8.It is suggested that the three parameters above can be used as reliable indicators to evaluate the level of muscle fatigue during isometric contractions. 展开更多
关键词 muscle fatigue isometric contraction time-frequency spectrum analysis median frequency mean frequency root mean square CORRELATION
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A New Method of Embedded Fourth Order with Four Stages to Study Raster CNN Simulation 被引量:2
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作者 R. Ponalagusamy S. Senthilkumar 《International Journal of Automation and computing》 EI 2009年第3期285-294,共10页
A new Runge-Kutta (PK) fourth order with four stages embedded method with error control is presentea m this paper for raster simulation in cellular neural network (CNN) environment. Through versatile algorithm, si... A new Runge-Kutta (PK) fourth order with four stages embedded method with error control is presentea m this paper for raster simulation in cellular neural network (CNN) environment. Through versatile algorithm, single layer/raster CNN array is implemented by incorporating the proposed technique. Simulation results have been obtained, and comparison has also been carried out to show the efficiency of the proposed numerical integration algorithm. The analytic expressions for local truncation error and global truncation error are derived. It is seen that the RK-embedded root mean square outperforms the RK-embedded Heronian mean and RK-embedded harmonic mean. 展开更多
关键词 Raster scheme cellular neural network (CNN) numerical integration techniques edge detection new embedded RungeKutta root mean square (RKARMS (4 4)) method truncation errors.
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Precision estimation and geomorphological analysis based on the DEM generated by InSAR: Taking Damxung-Yangbajain area as an example 被引量:1
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作者 Yaqiong Dai Jinwei Ren +2 位作者 Xuhui Shen Jingfa Zhang Shunying Hong 《Earthquake Science》 CSCD 2009年第3期263-269,共7页
Digital elevation model (DEM) can be generated by interferometric synthetic aperture radar (InSAR). In this paper, the interferometric processing and analyses are carried out for Damxung-Yangbajain area in Tibet, ... Digital elevation model (DEM) can be generated by interferometric synthetic aperture radar (InSAR). In this paper, the interferometric processing and analyses are carried out for Damxung-Yangbajain area in Tibet, using a pair of Europe remote-sensing satellite (ERS)-1/2 tandem SAR images acquired on 6 and 7 April 1996. A portion of the In- SAR-derived DEM is selected and compared with the 1:50 000 DEM to determine the precision of the InSAR-derived DEM. The comparison indicates that the root mean squared errors (RMSE), which are used to evaluate error, are about 35, 60, 10, and 15 m in the studied area, mountainous area, basin area and near-fault area, respectively, suggesting that obvious errors are mainly in mountainous area. Besides, the limitation of InSAR technology to generate DEM is analyzed. Our investigation shows that InSAR is an effective tool in geodesy and an important complement to field surveying in some dangerous areas. 展开更多
关键词 INSAR DEM geomorphological analysis Damxung-Yangbajain root mean squared error
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A Low-Complexity Signal Detection Utilizing AOR Iterative Method for Massive MIMO Systems 被引量:2
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作者 Zhenyu Zhang Xiaoming Dai +2 位作者 Yuanyuan Dong Xiyuan Wang Tong Liu 《China Communications》 SCIE CSCD 2017年第11期269-278,共10页
Massive multiple-input multiple-output(MIMO) system is capable of substantially improving the spectral efficiency as well as the capacity of wireless networks relying on equipping a large number of antenna elements at... Massive multiple-input multiple-output(MIMO) system is capable of substantially improving the spectral efficiency as well as the capacity of wireless networks relying on equipping a large number of antenna elements at the base stations. However, the excessively high computational complexity of the signal detection in massive MIMO systems imposes a significant challenge for practical hardware implementations. In this paper, we propose a novel minimum mean square error(MMSE) signal detection using the accelerated overrelaxation(AOR) iterative method without complicated matrix inversion, which is capable of reducing the overall complexity of the classical MMSE algorithm by an order of magnitude. Simulation results show that the proposed AOR-based method can approach the conventional MMSE signal detection with significant complexity reduction. 展开更多
关键词 massive multiple-input multiple-output(MIMO) accelerated overrelaxation(AOR) iterative method minimum mean square error(MMSE) convergence complexity
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AI-Enabled COVID-19 Outbreak Analysis and Prediction: Indian States vs. Union Territories 被引量:1
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作者 Meenu Gupta Rachna Jain +4 位作者 Simrann Arora Akash Gupta Mazhar Javed Awan Gopal Chaudhary Haitham Nobanee 《Computers, Materials & Continua》 SCIE EI 2021年第4期933-950,共18页
The COVID-19 disease has already spread to more than 213 countries and territories with infected(confirmed)cases of more than 27 million people throughout the world so far,while the numbers keep increasing.In India,th... The COVID-19 disease has already spread to more than 213 countries and territories with infected(confirmed)cases of more than 27 million people throughout the world so far,while the numbers keep increasing.In India,this deadly disease was first detected on January 30,2020,in a student of Kerala who returned from Wuhan.Because of India’s high population density,different cultures,and diversity,it is a good idea to have a separate analysis of each state.Hence,this paper focuses on the comprehensive analysis of the effect of COVID-19 on Indian states and Union Territories and the development of a regression model to predict the number of discharge patients and deaths in each state.The performance of the proposed prediction framework is determined by using three machine learning regression algorithms,namely Polynomial Regression(PR),Decision Tree Regression,and Random Forest(RF)Regression.The results show a comparative analysis of the states and union territories having more than 1000 cases,and the trained model is validated by testing it on further dates.The performance is evaluated using the RMSE metrics.The results show that the Polynomial Regression with an RMSE value of 0.08,shows the best performance in the prediction of the discharged patients.In contrast,in the case of prediction of deaths,Random Forest with a value of 0.14,shows a better performance than other techniques. 展开更多
关键词 COVID-19 state-wise analysis discharges and deaths SARS CoV-2 root mean square error
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Demodulation method combining virtual reference interferometry and minimum mean square error for fiber-optic Fabry–Perot sensors 被引量:1
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作者 桂新旺 Michael Anthony Galle +4 位作者 钱黎 梁伟龙 周次明 欧艺文 范典 《Chinese Optics Letters》 SCIE EI CAS CSCD 2018年第1期30-33,共4页
We propose a cavity length demodulation method that combines virtual reference interferometry(VRI) and minimum mean square error(MMSE) algorithm for fiber-optic Fabry–Perot(F-P) sensors. In contrast to the conv... We propose a cavity length demodulation method that combines virtual reference interferometry(VRI) and minimum mean square error(MMSE) algorithm for fiber-optic Fabry–Perot(F-P) sensors. In contrast to the conventional demodulating method that uses fast Fourier transform(FFT) for cavity length estimation,our method employs the VRI technique to obtain a raw cavity length, which is further refined by the MMSE algorithm. As an experimental demonstration, a fiber-optic F-P sensor based on a sapphire wafer is fabricated for temperature sensing. The VRI-MMSE method is employed to interrogate cavity lengths of the sensor under different temperatures ranging from 28°C to 1000°C. It eliminates the "mode jumping" problem in the FFT-MMSE method and obtains a precision of 4.8 nm, corresponding to a temperature resolution of 2.0°C over a range of 1000°C. The experimental results reveal that the proposed method provides a promising, high precision alternative for demodulating fiber-optic F-P sensors. 展开更多
关键词 VRI Demodulation method combining virtual reference interferometry and minimum mean square error for fiber-optic Fabry Perot sensors
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Forecasting Methods to Reduce Inventory Level in Supply Chain 被引量:1
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作者 Tiantian Cai Xiaoshen Li 《Journal of Applied Mathematics and Physics》 2022年第2期301-310,共10页
Based on the two-level supply chain composed of suppliers and retailers, we assume that market demand is subject to an ARIMA(1, 1, 1). The supplier uses the minimum mean square error method (MMSE), the simple moving a... Based on the two-level supply chain composed of suppliers and retailers, we assume that market demand is subject to an ARIMA(1, 1, 1). The supplier uses the minimum mean square error method (MMSE), the simple moving average method (SMA) and the weighted moving average method (WMA) respectively to forecast the market demand. According to the statistical properties of stationary time series, we calculate the mean square error between supplier forecast demand and market demand. Through the simulation, we compare the forecasting effects of the three methods and analyse the influence of the lead-time L and the moving average parameter N on prediction. The results show that the forecasting effect of the MMSE method is the best, of the WMA method is the second, and of the SMA method is the last. The results also show that reducing the lead-time and increasing the moving average parameter improve the prediction accuracy and reduce the supplier inventory level. 展开更多
关键词 Supply Chain Forecasting method ARIMA(1 1 1) Model mean square error
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A Squared-Chebyshev wavelet thresholding based 1D signal compression
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作者 Hanan A.R. Akkar Wael A.H. Hadi Ibraheem H. Al-Dosari 《Defence Technology(防务技术)》 SCIE EI CAS CSCD 2019年第3期426-431,共6页
In this paper a square wavelet thresholding method is proposed and evaluated as compared to the other classical wavelet thresholding methods (like soft and hard). The main advantage of this work is to design and imple... In this paper a square wavelet thresholding method is proposed and evaluated as compared to the other classical wavelet thresholding methods (like soft and hard). The main advantage of this work is to design and implement a new wavelet thresholding method and evaluate it against other classical wavelet thresholding methods and hence search for the optimal wavelet mother function among the wide families with a suitable level of decomposition and followed by a novel thresholding method among the existing methods. This optimized method will be used to shrink the wavelet coefficients and yield an adequate compressed pressure signal prior to transmit it. While a comparison evaluation analysis is established, A new proposed procedure is used to compress a synthetic signal and obtain the optimal results through minimization the signal memory size and its transmission bandwidth. There are different performance indices to establish the comparison and evaluation process for signal compression;but the most well-known measuring scores are: NMSE, ESNR, and PDR. The obtained results showed the dominant of the square wavelet thresholding method against other methods using different measuring scores and hence the conclusion by the way for adopting this proposed novel wavelet thresholding method for 1D signal compression in future researches. 展开更多
关键词 PDR (percentage root mean squared difference) RMSE (root mean square error) Signal compression square wavelet THRESHOLDING
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Novel robust S transform based on the clipping method
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作者 Xiumei Li Yingtuo Ju 《Journal of Systems Engineering and Electronics》 SCIE EI CSCD 2013年第2期209-214,共6页
This paper presents a novel robust S transform algorithm based on the clipping method to process signals corrupted by impulsive noise.The proposed algorithm is introduced to determine the clipping threshold value acco... This paper presents a novel robust S transform algorithm based on the clipping method to process signals corrupted by impulsive noise.The proposed algorithm is introduced to determine the clipping threshold value according to the characteristics of the signal samples.Signals in various impulsive noise models are considered to illustrate that the robust S transform can achieve better performance than the standard S transform.Moreover,mean square errors for instantaneous frequency estimation of the robust S transform are compared with that of the standard S transform,showing that the robust S transform can achieve significantly improved instantaneous frequency estimation for the signals in impulsive noise. 展开更多
关键词 S transform clipping method impulsive noise mean square error(MSE)
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Statistical Analysis of Groundwater Table Depths in Upper Swarnamukhi River Basin
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作者 Ismail Jasmin Talagam Murali Perugu Mallikarjuna 《Journal of Water Resource and Protection》 2010年第6期577-584,共8页
Development and effective utilization of groundwater resources is essential in semi-arid regions for activities such as water supply and irrigation. The present study aims to analyze statistically the groundwater data... Development and effective utilization of groundwater resources is essential in semi-arid regions for activities such as water supply and irrigation. The present study aims to analyze statistically the groundwater data at the Chinnagottigallu, Yerravaripalem, Chandragiri, Sriramapuram, Tirupati, Renigunta, Karvetinagaram and Yerpedu piezometric stations of upper Swarnamukhi river basin in the drought prone Rayalaseema region of Andhra Pradesh, India and to develop models through multiple linear correlation and regression analysis. The monthly rainfall and groundwater data at the raingauge and piezometric stations of the basin for the period 2001-2006 were collected from the Groundwater and Irrigation Departments of the region. It is observed from the analysis that the groundwater table depth in any period is influenced by the rainfall in the period and, the rainfall and groundwater table depth in the previous period. The study also reveals that the effect of antecedent groundwater table depth is more pronounced than that of rainfall and antecedent rainfall. The models proposed may be adopted for the estimation of groundwater table depths to effectively plan and efficiently manage groundwater resources of the basin. 展开更多
关键词 Multiple Linear CORRELATION Partial CORRELATION COEFFICIENT root mean square error Efficiency COEFFICIENT
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Unsupervised FIR adaptive filtering and its frequency domain analysis
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作者 李振华 陈家斌 马韬 《Journal of Beijing Institute of Technology》 EI CAS 2012年第2期234-239,共6页
An unsupervised minimum mean square error FIR adaptive filtering (UAF) algorithm is proposed to estimate the system' s input signal. The algorithm only uses the system' s output signal and noise variance without r... An unsupervised minimum mean square error FIR adaptive filtering (UAF) algorithm is proposed to estimate the system' s input signal. The algorithm only uses the system' s output signal and noise variance without requiring knowledge of a reference signal. The frequency analysis shows that the UAF is a multi-spot bandpass filter with passing frequency determined by the system' s input signal. Namely, the UAF chooses the expected frequency and extremely restricts the unwanted fre- quency signal by using weight-updating scheme in time domain. However, the UAF presents the Gibbs phenomenon since the ideal filter is infinitely long which is unrealizable. The simulation and experimental results show that the UAF could effectively reduce the amplitude of the noise and im- prove the signal to noise ratio. 展开更多
关键词 unsupervised adaptive filtering mean square error frequency analysis
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Integrated Approach of Brain Disorder Analysis by Using Deep Learning Based on DNA Sequence
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作者 Ahmed Zohair Ibrahim P.Prakash +1 位作者 V.Sakthivel P.Prabu 《Computer Systems Science & Engineering》 SCIE EI 2023年第6期2447-2460,共14页
In order to research brain problems using MRI,PET,and CT neuroimaging,a correct understanding of brain function is required.This has been considered in earlier times with the support of traditional algorithms.Deep lea... In order to research brain problems using MRI,PET,and CT neuroimaging,a correct understanding of brain function is required.This has been considered in earlier times with the support of traditional algorithms.Deep learning process has also been widely considered in these genomics data processing system.In this research,brain disorder illness incliding Alzheimer’s disease,Schizophrenia and Parkinson’s diseaseis is analyzed owing to misdetection of disorders in neuroimaging data examined by means fo traditional methods.Moeover,deep learning approach is incorporated here for classification purpose of brain disorder with the aid of Deep Belief Networks(DBN).Images are stored in a secured manner by using DNA sequence based on JPEG Zig Zag Encryption algorithm(DBNJZZ)approach.The suggested approach is executed and tested by using the performance metric measure such as accuracy,root mean square error,Mean absolute error and mean absolute percentage error.Proposed DBNJZZ gives better performance than previously available methods. 展开更多
关键词 Deep belief networks zig zag deep learning mean absolute percentage error mean absolute error root mean square error DNA GENOMICS
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Evaluation of forecasting methods from selected stock market returns
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作者 M.Mallikarjuna R.Prabhakara Rao 《Financial Innovation》 2019年第1期724-739,共16页
Forecasting stock market returns is one of the most effective tools for risk management and portfolio diversification.There are several forecasting techniques in the literature for obtaining accurate forecasts for inv... Forecasting stock market returns is one of the most effective tools for risk management and portfolio diversification.There are several forecasting techniques in the literature for obtaining accurate forecasts for investment decision making.Numerous empirical studies have employed such methods to investigate the returns of different individual stock indices.However,there have been very few studies of groups of stock markets or indices.The findings of previous studies indicate that there is no single method that can be applied uniformly to all markets.In this context,this study aimed to examine the predictive performance of linear,nonlinear,artificial intelligence,frequency domain,and hybrid models to find an appropriate model to forecast the stock returns of developed,emerging,and frontier markets.We considered the daily stock market returns of selected indices from developed,emerging,and frontier markets for the period 2000–2018 to evaluate the predictive performance of the above models.The results showed that no single model out of the five models could be applied uniformly to all markets.However,traditional linear and nonlinear models outperformed artificial intelligence and frequency domain models in providing accurate forecasts. 展开更多
关键词 Financial markets Stock returns Linear and nonlinear Forecasting techniques root mean square error
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