The Construction of Text Mining and Data Mining Technologies for Forecasting Exchange Rate-A Case Study of RMB Against NTD
| Autor: | Yu-Song Chen, 陳裕菘 |
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| Rok vydání: | 2013 |
| Druh dokumentu: | 學位論文 ; thesis |
| Popis: | 101 As trade liberalization with other countries and rapid development of trade between countries, exchange rate fluctuation became a important thing for profits. Taiwan was an island country and most of resources were needed to make up by international trade, especially in economic development. So, it was very important thing for predicting accurate exchange rate trends. China played a important role in political、economic and many aspects with Taiwan and other countries, therefore in this study took RMB against NTD for example, and used text mining and data mining technologies to establish predictive models. In this study, we collected news documents as text mining database form October 2012 to March 2013. According to information form text mining, we identified the possible variables that related to changes in the exchange rate. Use correlation analysis and feature selection methods to choose final modeling variables. By Composite Time Series algorithm established short-term and long-term time series model. According to the model results, we found significant relevance with its own exchange rate (RMB against NTU) and TAIEX at the past tree historical value in the short-term predictive value and ARIMA(1,0,1) is a long-term prediction model. In the model evaluation results, we provided a highly accurate model of prediction. |
| Databáze: | Networked Digital Library of Theses & Dissertations |
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