Stock price movement prediction is the basis for decision-making to maintain the stability and security of stock markets. It is important to generate predictions in an interpretable manner. The Belief Rule Base (BRB) has certain interpretability based on IF-THEN rule semantics. However, the interpretability of BRB in the whole process of stock prediction modeling may be weakened or lost. Therefore, this paper proposes an interpretable model for stock price movement prediction based on the hierarchical Belief Rule Base (HBRB-I). The interpretability of the model is considered, and several criteria are constructed based on the BRB expert system. First, the hierarchical structure of BRB is constructed to ensure the interpretability of the initial modeling. Second, the interpretability of the inference process is ensured by the Evidential Reasoning (ER) method as a transparent inference engine. Third, a new Projection Covariance Matrix Adaptive Evolution Strategy (P-CMA-ES) algorithm with interpretability criteria is designed to ensure the interpretability of the optimization process. The final mean squared error value of 1.69E-04 was obtained with similar accuracy to the initial BRB and enhanced in terms of interpretability. This paper is for short-term stock forecasting, and more data will be collected in the future to update the rules to enhance the forecasting capability of the rule base.
Health state assessment is an important measure to maintain the safety of aerospace relays. Due to the uncertainty within the relay system, the accuracy of the model assessment is challenged. In addition, the opaqueness of the process and incomprehensibility of the results tend to lose trust in the model, especially in high security fields, so it is crucial to maintain the interpretability of the model. Thus, this paper proposes a new interpretable belief rule base model with step-length convergence strategy (IBRB-Sc) for aerospace relay health state assessment. First, general interpretability criteria for BRB are considered, and strategies for maintaining model interpretability are designed. Second, the evidential reasoning (ER) method is used as the inference machine. Then, optimization is performed based on the Interpretable Projection Covariance Matrix Adaptive Evolution Strategy (IP-CMA-ES). Finally, the validity of the model is verified using the JRC-7M aerospace relay as a case study. Comparative experiments show that the proposed model maintains high accuracy and achieves advantages in interpretability.
Stock market analysis is helpful for investors to make reasonable decisions and maintain market stability, and it usually involves not only quantitative data but also qualitative information, so the analysis method needs to have the ability to deal with both types of information comprehensively. In addition, due to the inherent risk of stock investment, it is necessary to ensure that the analysis results can be traced and interpreted. To solve the above problems, a stock market analysis method based on evidential reasoning (ER) and hierarchical belief rule base (HBRB) is proposed in this paper. First, an evaluation model is constructed based on expert knowledge and ER to evaluate stock market sentiment. Then, a stock market decision model based on HBRB is constructed to support investment decision making, such as buying and selling stocks and holding positions. Finally, the Shanghai Stock Index from 2010 to 2019 is used as an example to verify the applicability and effectiveness of the proposed stock market analysis method for investment decision support. Experimental research demonstrates that the proposed method can help analyze the stock market comprehensively and support investors to make investment decisions effectively.
26 June 2024 in Measurement Science and Technology
Health status assessment is an important measure for maintaining the safety of spacecraft flywheel systems. The influence of noise, sensor quality, and other disturbance factors can lead to a decrease in the reliability of the collected information. This can affect the model accuracy. Moreover, a loss of belief in the model is frequently caused by the opaque nature of the procedure and the incomprehensibility of the outcomes, particularly in fields such as aerospace. It is urgent to maintain the interpretability of the model and successfully identify the unreliability of the observed data. Therefore, this paper proposes a spacecraft flywheel system health status assessment method under perturbation based on interpretable belief rule base with attribute reliability (IBRB-r). First, the attribute reliability is calculated based on the average distance method, and a new fusion method of attribute reliability is proposed to reduce the interference of unreliable information. Then, a new interpretable constraint strategy is proposed to improve the rationality and interpretability of the parameters. Finally, the proposed method is validated by a case study of the health status assessment of a spacecraft flywheel system. Experiments show that the IBRB-r maintains high accuracy and interpretability under unreliable observation data.