Financial time series forecasting using empirical mode decomposition and support vector regression
Financial time series forecasting using empirical mode decomposition and support vector regression
About this item
Full title
Author / Creator
Publisher
St. Louis: Federal Reserve Bank of St. Louis
Journal title
Language
English
Formats
Publication information
Publisher
St. Louis: Federal Reserve Bank of St. Louis
Subjects
More information
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...
Alternative Titles
Full title
Financial time series forecasting using empirical mode decomposition and support vector regression
Authors, Artists and Contributors
Author / Creator
Identifiers
Primary Identifiers
Record Identifier
TN_cdi_proquest_journals_2153179462
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_proquest_journals_2153179462
How to access this item
https://www.proquest.com/docview/2153179462?pq-origsite=primo&accountid=13902
