Empirical mode decomposition–based least squares support vector regression for foreign exchange rate forecasting
نویسندگان
چکیده
Article history: Accepted 11 July 2012
منابع مشابه
Exchange Rate Forecasting Using Modified Empirical Mode Decomposition and Least Squares Support Vector Machine
Forecasting exchange rate requires a model that can capture the non-stationary and non-linearity of the exchange rate data. In this paper, empirical mode decomposition (EMD) is combines with least squares support vector machine (LSSVM) model in order to forecast daily USD/TWD exchange rate. EMD is used to decompose exchange rate data behaviors which are non-linear and nonstationary. LSSVM has b...
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تاریخ انتشار 2012