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研究生: 吳宗翰
Wu, Tsung-Han
論文名稱: 利用模糊邏輯加強LSTM的預測準確性
Enhancing the predictive accuracy of LSTM using fuzzy logic
指導教授: 曾正男
口試委員: 曾睿彬
李勇達
學位類別: 碩士
Master
系所名稱: 理學院 - 應用數學系
Department of Mathematical Sciences
論文出版年: 2025
畢業學年度: 113
語文別: 中文
論文頁數: 58
中文關鍵詞: LSTM預測模糊邏輯高斯模糊系統修正三角模糊系統修正股價預測
外文關鍵詞: Long Short-Term Memory, Fuzzy Logic System, Gaussian membership functions, Triangular membership functions, Stock price prediction
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  • 本研究主旨在透過結合長短期記憶(Long Short-Term Memory, LSTM)模型與模糊邏輯系統(Fuzzy Logic System),提升股價預測之準確性與穩定性。以三種不同價位的股票台灣鴻海精密工業股份有限公司(股票代號:2317.TW);台灣積體電路製造股份有限公司(股票代號:2330.TW);陽明海運股份有限公司(股票代號:2609.TW)之歷史股價作為研究範例,建立雙層 LSTM 模型,並於預測誤差上導入高斯隸屬函數(Gaussian Membership Function)與三角形隸屬函數(Triangular Membership Function)所構成之模糊邏輯系統進行誤差修正。實驗結果顯示,融合模糊邏輯的 LSTM 模型在多次隨機預測中,其平均均方根誤差(Root Mean Square Error, RMSE)明顯低於單純使用 LSTM 的模型。該混合模型展現出更佳的預測穩定性,並提供更具彈性與可解釋性的預測結果。本研究顯示深度學習與模糊邏輯結合的潛力,未來可進一步應用於多種金融預測場景,以提升預測的準確度與模型透明度。


    This study aims to enhance the accuracy and stability of stock price prediction by integrating the Long Short-Term Memory (LSTM) model with a Fuzzy Logic System (FLS). Historical stock price data from three Taiwanese companies with varying price levels—Hon Hai Precision Industry Co., Ltd. (2317.TW), Taiwan Semiconductor Manufacturing Company Limited (2330.TW), and Yang Ming Marine Transport Corporation (2609.TW)—are used as case studies. A two-layer LSTM model is constructed, and a fuzzy logic correction mechanism based on Gaussian and triangular membership functions is applied to adjust the prediction errors. Experimental results show that the LSTM model integrated with fuzzy logic consistently achieves lower average Root Mean Square Error (RMSE) across multiple randomized prediction trials compared to the standalone LSTM model. The proposed hybrid model demonstrates superior forecasting stability and provides more flexible and interpretable results. This study highlights the potential of combining deep learning with fuzzy logic systems and suggests future applications in various financial forecasting scenarios to improve predictive accuracy and model transparency.

    致謝...p1
    摘要...p2
    Abstract...p3
    目錄...p4
    第一章 緒論...p5
    第一節 研究背景與動機...p5
    第二節 研究問題與目標...p6
    第三節 研究範圍與限制...p7
    第四節 研究方法概述...p7
    第五節 章節架構說明...p8
    第二章 文獻回顧...p9
    第一節 LSTM(Long Short-Term Memory)模型介紹...p9
    第二節 模糊邏輯(Fuzzy Logic)系統介紹...p11
    第三節 前人研究成果...p17
    第四節 研究空間...p19
    第三章 研究方法...p21
    第一節 研究設計...p21
    第二節 研究對象與取樣方法...p21
    第三節 標準化數據...p23
    第四節 LSTM模型建構...p24
    第五節 模糊邏輯系統設置...p25
    第六節 模糊預測與誤差補償流程...p29
    第七節 預測表現評估指標...p32
    第四章 研究結果...p33
    第一節 預測結果呈現...p33
    第二節 結果分析與比較...p36
    第三節 統計顯著性檢定...p43
    第五章 討論與建議...p45
    第一節 研究發現之意涵...p45
    第二節 理論與實務貢獻...p46
    第三節 研究限制與未來發展...p47
    第四節 實務建議...p48
    參考文獻...p49
    程式碼與參數設定...p51

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