Applying the hybrid model of EMD, PSR, and ELM to exchange rates forecasting
Heng-Li Yang, Han-Chou Lin
| Year of publication: |
January 2017
|
|---|---|
| Authors: | Yang, Heng-Li ; Lin, Han-Chou |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 49.2017, 1, p. 99-116
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| Subject: | Financial time series forecasting | Empirical mode decomposition | Intrinsic mode function | Phase space reconstruction | Extreme learning machine | Wechselkurs | Exchange rate | Prognoseverfahren | Forecasting model | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Prognose | Forecast |