封面图片

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...

Saved in:

书目详细资料
Main Authors:	Abadan, Siti Sarah, Shabri, Ani, Ismail, Shuhaida
格式:	Conference or Workshop Item
出版:	2015
主题:	QA Mathematics
在线阅读:	http://eprints.utm.my/id/eprint/59307/ http://dx.doi.org/10.1063/1.4907453
标签:	添加标签没有标签, 成为第一个标记此记录!

相似书籍

Empirical Mode Decomposition Coupled with Least Square Support Vector Machine for River Flow Forecasting
由: Ismail, Shuhaida, et al.
出版: (2015)

Empirical mode decomposition for river flow forecasting
由: Shabri, Ani
出版: (2014)

Use of empirical mode decomposition in improving neural network forecasting of paddy price
由: Abdullah, Siti Nabilah Syuhada, et al.
出版: (2019)

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

Exchange rate forecasting using modified empirical mode decomposition and least squares support vector machine
由: Abdul Rashid, Nur Izzati, et al.
出版: (2016)

A Hybrid Wavelet-Arima model for standardized precipitation index drought forecasting
由: Salisu, Alfa Mohammed, et al.
出版: (2020)

Modelling and forecasting exchange rate of US dollar against Malaysian ringgit using hybrid ARIMA-GARCH and ARIMA-EGARCH models
由: Mustafa, Asma’
出版: (2017)

Tourism forecasting using hybrid modified empirical mode decomposition and neural network
由: Yahya, Nurhaziyatul Adawiyah, et al.
出版: (2017)

Application of empirical mode decomposition in improving group method of data handling.
由: Abdul Razif, Nur Rafiqah, et al.
出版: (2023)

A modified EMD-ARIMA based on clustering analysis for fishery landing forecasting
由: Shabri, Ani
出版: (2016)

Improving forecasting accuracy of crude oil price using decomposition ensemble model with reconstruction of IMFs based on ARIMA model
由: Muhammad Aamir, Muhammad Aamir, et al.
出版: (2018)

Modelling and forecasting monthly crude oil prices of Pakistan: a comparative study of ARIMA, GARCH and ARIMA Kalman model
由: Muhammad, Aamir, et al.
出版: (2016)

Drought forecasting using W-ARIMA model with standardized precipitation index
由: Rezaiy, Reza, et al.
出版: (2023)

Multi-population O'Hare with ARIMA, ARIMA-GARCH and ANN in forecasting mortality rate
由: Samsudin, Nurul Syuhada, et al.
出版: (2023)

Empirical Mode Decomposition based on Theta Method for Forecasting Daily Stock Price
由: Hossain, Mohammad Raquibul, et al.
出版: (2020)

Using the ARIMA/SARIMA Model for Afghanistans drought forecasting based on standardized precipitation index
由: Rezaiy, Reza, et al.
出版: (2023)

Crude oil price forecasting by CEEMDAN based hybrid model of ARIMA and Kalman filter
由: Aamir, M., et al.
出版: (2018)

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

Modelling and forecasting monthly crude oil price of Pakistan: a comparative study of ARIMA, GARCH and ARIMA Kalman model
由: Aamir, M., et al.
出版: (2016)

Forecasting crude oil price using Kalman Filter based on the reconstruction of modes of decomposition ensemble model
由: Gao, W., et al.
出版: (2019)

Hybrid SSA-TSR-ARIMA for water demand forecasting
由: Suhartono, Suhartono, et al.
出版: (2018)

Application of ANFIS, ARIMA and hybrid models in water demand forecasting
由: Ibrahim, Muhammad Safwan
出版: (2012)

Crude oil price forecasting based on the reconstruction of imfs of decomposition ensemble model with arima and ffnn models
由: Muhammad Aamir, Muhammad Aamir
出版: (2018)

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

Forecasting wind speed in peninsular Malaysia: An application of Arima and Arima-Garch models
由: Hussin, Nor Hafizah, et al.
出版: (2021)

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

Comparison between MEMD-LSSVM and MEMD-ARIMA in forecasting exchange rate
由: Rashid, N. I. A., et al.
出版: (2017)

Forecasting Malaysian gold using a hybrid of ARIMA and GJR-GARCH models
由: Ahmad, Maizah Hura, et al.
出版: (2015)

Stream flow forecasting using principal component analysis and least square support vector machine
由: Ismail, Shuhaida, et al.
出版: (2014)

Empirical mode decomposition-least squares support vector machine based for water demand forecasting
由: Shabri, Ani, et al.
出版: (2015)

A novel hybrid ensemble learning paradigm for tourism forecasting
由: Shabri, Ani
出版: (2015)

Double seasonal ARIMA model for forecasting load demand
由: Mohamed, Norizan, et al.
出版: (2010)

Daily wind speed forecasting through hybrid KF-ANN model based on ARIMA
由: Shukur, Osamah Basheer, et al.
出版: (2015)

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

Forecasting drought using modified empirical wavelet transform-ARIMA with fuzzy C-means clustering
由: Shaari, Muhammad Akram, et al.
出版: (2018)

A hybrid model for monthly time series forecasting
由: Pandhiani, Siraj Muhammed, et al.
出版: (2015)

ARIMA and symmetric GARCH-type models in forecasting Malaysia gold price
由: Siti Roslindar, Yaziz, et al.
出版: (2019)

Modelling and forecasting volatile data by using ARIMA and GARCH models
由: Miswan, Nor Hamizah
出版: (2013)

Hybrid seasonal ARIMA and artificial neural network in forecasting Southeast Asia city air pollutant index
由: Rahman, N. H. A., et al.
出版: (2019)

Modelling and forecasting flight delay at Kuala Lumpur International Airport using hybrid arima-garch model
由: Zulkeflee, Ilya Farhana
出版: (2019)