Forecasting crude oil prices using discrete wavelet transform with autoregressive integrated moving average and Least Square Support Vector Machine combination approach
In this paper, a hybrid time series forecasting approach is proposed consisting of wavelet transform as the data decomposition method with Autoregressive Integrated Moving Average (ARIMA) and Least Square Support Vector Machine (LSSVM) combination as the forecasting method to enhance the accuracy in...
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| Main Authors: | , , |
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| Format: | Article |
| Published: |
Insight Society
2017
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| Subjects: | |
| Online Access: | http://eprints.utm.my/id/eprint/81257/ http://dx.doi.org/10.18517/ijaseit.7.4-2.3407 |
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