Empirical mode decomposition-based least squares support vector regression for foreign exchange rate forecasting
Chiun-Sin Lin; Sheng-Hsiung Chiu; Tzu-Yu Lin
| Year of publication: |
2012
|
|---|---|
| Authors: | Lin, Chiun-sin ; Chiu, Sheng-hsiung ; Lin, Tzu-yu |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 29.2012, 6, p. 2583-2590
|
| Subject: | Empirical mode decomposition | Least-squares support vector regression | Foreign exchange rate forecasting | Intrinsic mode function | Wechselkurs | Exchange rate | Prognoseverfahren | Forecasting model | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory | Prognose | Forecast | Mustererkennung | Pattern recognition |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009673658