A bi-level ensemble learning approach to complex time series forecasting : taking exchange rates as an example
Year of publication: |
2023
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Authors: | Hao, Jun ; Feng, Qian Qian ; Li, Jianping ; Sun, Xiaolei |
Published in: |
Journal of forecasting. - New York, NY : Wiley Interscience, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 42.2023, 6, p. 1385-1406
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Subject: | bagging | bi-level ensemble forecasting | exchange rates forecasting | machine learning | singular spectrum analysis | Wechselkurs | Exchange rate | Prognoseverfahren | Forecasting model | Künstliche Intelligenz | Artificial intelligence | Zeitreihenanalyse | Time series analysis | Prognose | Forecast | Theorie | Theory | Neuronale Netze | Neural networks |
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