Improving forecasting accuracy for stock market data using EMD-HW bagging

Many researchers documented that the stock market data are nonstationary and nonlinear time series data. In this study, we use EMD-HW bagging method for nonstationary and nonlinear time series forecasting. The EMD-HW bagging method is based on the empirical mode decomposition (EMD), the moving block...

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Detalles Bibliográficos
Autores principales: Awajan, Ahmad M., Ismail, Mohd Tahir, AL Wadi, S.
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Public Library of Science 2018
Materias:
Research Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC6049912/
https://www.ncbi.nlm.nih.gov/pubmed/30016323
http://dx.doi.org/10.1371/journal.pone.0199582

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC6049912/
https://www.ncbi.nlm.nih.gov/pubmed/30016323
http://dx.doi.org/10.1371/journal.pone.0199582

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