Time Series Forecasting of China Stock Market Using Weka-Part 1. Introduction

Hao, Zheng

JiPeng, Liu

Nannan, Lu

Table of Contents

1. Introduction

1.1 Research background

1.2 Data Mining Applications

1.2.1 Predictive data mining

1.2.2 Literature review on data mining applications

1.3 Regression technique for time series forecasting

1.3.1 Introduction of regression

1.3.2 Regression techniques

2. Methodology

2.1 Flowchart of the system

2.2 Flowchart model introduction

3. Experiments and Results Discussion

3.1 Overview of data set

3.2 Data pre-processing

3.3 Algorithm selection

3.4 Basic configuration of forecasting package

3.5 Advanced configuration of forecasting package

3.5.1 Base learner

3.5.2 Lag creation

3.5.3 Overlay data

3.5.4 Evaluation