Hybrid Empirical Mode Decomposition- ARIMA for Forecasting Exchange Rates
This paper studied the forecasting of monthly Malaysian Ringgit (MYR)/ United State Dollar (USD) exchange rates using the hybrid of two methods which are the empirical model decomposition (EMD) and the autoregressive integrated moving average (ARIMA). MYR is pegged to USD during the Asian financial...
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| Main Authors: | , , |
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| Format: | Conference or Workshop Item |
| Published: |
2015
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| Subjects: | |
| Online Access: | http://eprints.utm.my/id/eprint/59307/ http://dx.doi.org/10.1063/1.4907453 |
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