表紙画像

Improving Time Series Models Prediction Based On Empirical Mode Decomposition Using Stock Market Data

Time series analysis and prediction is a very important and active research area. In this age of profuse data generation, proper use of available data has become crucial in forecasting and decision making. This thesis presents the research study involving the development of five advanced forecasting...

保存先:

書誌詳細
第一著者:	Hossain, Mohammad Raquibul
フォーマット:	学位論文
言語:	English
出版事項:	2021
主題:	QA1 Mathematics (General)
オンライン･アクセス:	http://eprints.usm.my/53227/1/MOHAMMAD%20RAQUIBUL%20HOSSAIN%20-%20TESIS24.pdf http://eprints.usm.my/53227/
タグ:	タグ追加タグなし, このレコードへの初めてのタグを付けませんか!

類似資料

Empirical Mode Decomposition based on Theta Method for Forecasting Daily Stock Price
著者:: Hossain, Mohammad Raquibul, 等
出版事項: (2020)

Empirical mode decomposition based on theta method for forecasting daily stock price
著者:: Hossain, Mohammad Raquibul, 等
出版事項: (2020)

Forecasting Performance Of Nonlinear And Nonstationary Stock Market Data Using Empirical Mode Decomposition
著者:: Awajan, Ahmad Mohammad Al-Abd
出版事項: (2018)

Application of empirical mode decomposition in improving group method of data handling.
著者:: Abdul Razif, Nur Rafiqah, 等
出版事項: (2023)

Application of Empirical Mode Decomposition with Local Linear Quantile Regression in Financial Time Series Forecasting
著者:: M. Jaber, Abobaker, 等

Empirical mode decomposition for river flow forecasting
著者:: Shabri, Ani
出版事項: (2014)

Use of empirical mode decomposition in improving neural network forecasting of paddy price
著者:: Abdullah, Siti Nabilah Syuhada, 等
出版事項: (2019)

Improving Prediction of Bursa Malaysia Stock Index Using Time Series and Deep Learning Hybrid Model
著者:: Abang Mohammad Hudzaifah, Abang Shakawi, 等
出版事項: (2023)

Improving the components independence of decomposition in time series data
著者:: Wijayanto, Hari, 等
出版事項: (2015)

Hybrid Empirical Mode Decomposition- ARIMA for Forecasting Exchange Rates
著者:: Abadan, Siti Sarah, 等
出版事項: (2015)

On Automatic Boundary Corrections Using Empirical Mode Decomposition
著者:: Mohamed Jaber, Abobaker
出版事項: (2016)

Application of empirical mode decomposition in improving group method of data handling
著者:: Razif, Nur Rafiqah Abdul, 等
出版事項: (2023)

Combined empirical mode decomposition and dynamic regression model for forecasting electricity load demand
著者:: Akrom, Nuramirah
出版事項: (2015)

Predictive fuzzy reasoning method for time series stock market data mining
著者:: Khokhar, Rashid Hafeez, 等
出版事項: (2005)

Enhancing Model Selection Based On Penalized Regression Methods And Empirical Mode Decomposition
著者:: Al Jawarneh, Abdullah Suleiman Saleh
出版事項: (2021)

Empirical mode decomposition with least square support vector machine model for river flow forecasting
著者:: Ismail, Shuhaida
出版事項: (2016)

Elastic net penalized Quantile Regression Model and Empirical Mode Decomposition for Improving the Accuracy of the Model Selection
著者:: Ali S.A. Ambark, 等
出版事項: (2023)

Empirical Mode Decomposition Coupled with Least Square Support Vector Machine for River Flow Forecasting
著者:: Ismail, Shuhaida, 等
出版事項: (2015)

Empirical Mode Decomposition Combined with Local Linear Quantile Regression for Automatic Boundary Correction
著者:: M. Jaber, Abobaker, 等
出版事項: (2014)

Modeling positive time series data: a neglected aspect in time series courses
著者:: Djauhari, M. A., 等
出版事項: (2016)

Improved models in fuzzy time series for forecasting
著者:: Sadaei, Hossein Javedani
出版事項: (2013)

A new procedure in stock market forecasting based on fuzzy random auto-regression time series model
著者:: Efendi, Riswan, 等
出版事項: (2018)

A similarity of multivariate time series in stocks network analysis
著者:: Gan, Siew Lee
出版事項: (2016)

Evaluation of time series models for stock price prediction
著者:: Lim, Jing Hao
出版事項: (2023)

Time series data intelligent clustering algorithm for landslide displacement prediction
著者:: Han, Liu, 等
出版事項: (2018)

An empirical analysis of higher moment capital asset pricing model for Bangladesh stock market
著者:: Hasan, Md Zobaer, 等
出版事項: (2013)

Leakage detection in pipelines using empirical mode decomposition
著者:: Mohd Erman Fairuz, Zaidi
出版事項: (2013)

Optimal variational mode decomposition and integrated extreme learning machine for network traffic prediction
著者:: Jinmei Shi, 等
出版事項: (2021)

An investigation into the recurring patterns of forex time series data
著者:: Yong, Yoke Leng *, 等
出版事項: (2015)

An Empirical Analysis of the Correlation of Agricultural Sectors in the Chinese Stock Market Based on the DCC-GARCH Model
著者:: Wu, Simin, 等
出版事項: (2024)

An Empirical Analysis of the Correlation of Agricultural Sectors in the Chinese Stock Market Based on the DCC-GARCH Model
著者:: Wu, Simin, 等
出版事項: (2024)

An empirical analysis on dividend investing and value investing in malaysia stock market
著者:: Koh, Sin Yin
出版事項: (2022)

Time-series prediction of streamflows of Malaysian rivers using data-driven techniques
著者:: Pandhiani, Siraj Muhammed, 等
出版事項: (2020)

Leak detection in pipelines using ensemble empirical mode decomposition
著者:: Mohd Firdhaus, Ahmad
出版事項: (2013)

Implementation of fuzzy time series in forecasting of the non-stationary data
著者:: Efendi, R., 等
出版事項: (2016)

Correlation network analysis for multi-dimensional data in stocks market
著者:: Kazemilari, Mansooreh, 等
出版事項: (2015)

Empirical mode decomposition: A review on mode selection method for rotating machinery diagnosis
著者:: Firdaus Isham, M., 等
出版事項: (2017)

Detecting Structural Break In Commodity Time Series Data
著者:: Jatarona , Nurul Najwa
出版事項: (2010)

Modelling The Impact Of Us Stock Market On Asean Countries Stock Markets.
著者:: Ismail, Mohd Tahir
出版事項: (2009)

On the forecastability of Asean-5 stock markets returns using time series models
著者:: Liew, Venus Khim-Sen, 等
出版事項: (2014)