摘要
This paper proposes the generalized regression neural network(GRNN)model and multi-GRNN model with a gating network by selecting the data of Shanghai index,the stocks of Shanghai Pudong Development Bank(SPDB),Dongfeng Automobile and Baotou Steel.We analyze the two models using Matlab software to predict the opening price respectively.Through building a softmax excitation function,the multi-GRNN model with a gating network can obtain the best weights.Using the data of the four groups,the average of forecasting errors of 4 groups by GRNN neural model is 0.012 208,while the average of the multi-GRNN models's with a gating network is 0.002 659.Compared with the real data,it is found that the both results predicted by the two models have small mean square prediction errors.So the two models are suitable to be adopted to process a large quantity of data,furthermore the multi-GRNN model with a gating network is better than the GRNN model.
基金
Postdoctoral Granted Financial Support from China Postdoctoral Science Foundation(20100481307)
Natural Science Foundation of Shanxi Province,China(No.2009011018-3)
