Financial time series forecasting using empirical mode decomposition and support vector regression
Financial time series forecasting using empirical mode decomposition and support vector regression
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Publisher
Basel: MDPI
Journal title
Language
English
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Publisher
Basel: MDPI
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Scope and Contents
Contents
We introduce a multistep-ahead forecasting methodology that combines empirical mode decomposition (EMD) and support vector regression (SVR). This methodology is based on the idea that the forecasting task is simplified by using as input for SVR the time series decomposed with EMD. The outcomes of this methodology are compared with benchmark models...
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Full title
Financial time series forecasting using empirical mode decomposition and support vector regression
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TN_cdi_doaj_primary_oai_doaj_org_article_e603eedf7f9e4c7dbefd62091fc6b942
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_doaj_primary_oai_doaj_org_article_e603eedf7f9e4c7dbefd62091fc6b942
Other Identifiers
ISSN
2227-9091
E-ISSN
2227-9091
DOI
10.3390/risks6010007
