Data processing: financial – business practice – management – or co – Business processing using cryptography – Secure transaction
Patent
1997-06-16
1998-06-02
MacDonald, Allen R.
Data processing: financial, business practice, management, or co
Business processing using cryptography
Secure transaction
395 22, 705 10, 705 35, G06F 1518
Patent
active
057613869
ABSTRACT:
A method and apparatus for the prediction of time series data, specifically, the prediction of a foreign currency exchange rate. The method disclosed transforms the time series data into a difference of a series, compresses the transformed data using a log transformation, converts the compressed data into symbols, and subsequently trains one or more neural networks on the symbols such that a prediction is generated. Alternative embodiments demonstrate the conversion by a self-organizing map and training by a recurrent neural network.
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Giles C. Lee
Lawrence Stephen Robert
Brosemer Jeffery J.
MacDonald Allen R.
NEC Research Institute Inc.
Smith Jeffrey S.
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