Comparison between MEMD-LSSVM and MEMD-ARIMA in forecasting exchange rate
Due to the non-stationary and non-linearity behaviors of exchange rate data, an appropriate forecasting model that can capture these behaviors is crucial. This paper comparing the performance of modified empirical mode decomposition (EMD) and autoregressive integrated moving average (ARIMA) named as...
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| Main Authors: | , , |
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| 格式: | Article |
| 語言: | English |
| 出版: |
Asian Research Publishing Network
2017
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| 主題: | |
| 在線閱讀: | http://eprints.utm.my/id/eprint/76658/1/AniShabri2017_ComparisonBetweenMEMDLSSVMandMEMD.pdf http://eprints.utm.my/id/eprint/76658/ https://www.scopus.com/inward/record.uri?eid=2-s2.0-85011702026&partnerID=40&md5=97eec37d7e81b89bbbc91b92cd13cc0c |
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