封面图片

Hybridization of Ensemble Kalman Filter and Non-linear Auto-regressive Neural Network for Financial Forecasting

Financial data is characterized as non-linear, chaotic in nature and volatile thus making the process of forecasting cumbersome. Therefore, a successful forecasting model must be able to capture longterm dependencies from the past chaotic data. In this study, a novel hybrid model, called UKF-NAR...

Saved in:

书目详细资料
主要作者:	Lai, Fong Woon
其他作者:	Rajendra , Prasath
格式:	Book Section
出版:	Springer 2014
在线阅读:	http://eprints.utp.edu.my/11587/
标签:	添加标签没有标签, 成为第一个标记此记录!

相似书籍

Hybridization of Ensemble Kalman Filter and Non-linear Auto-regressive Neural Network for Financial Forecasting
由: Said , Jadid Abdulkadir, et al.
出版: (2014)

Hybridization of Ensemble Kalman Filter and Non-linear Auto-regressive Neural Network for Financial Forecasting
由: Said, Jadid Abdulkadir, et al.
出版: (2014)

Hybridization on Ensemble Kalman Filter and Non-Linear Auto-Regressive Neural Network for Financial Forecasting
由: Abdulkadir, Said Jadid, et al.
出版: (2014)

Hybridization of ensemble kalman filter and non-linear auto-regressive neural network for financial forecasting
由: Abdulkadir, S.J., et al.
出版: (2014)

Multidimensional deformation analysis with linear and non-linear Kalman filter
由: Aharizad, Nezhla
出版: (2011)

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)

FINANCIAL FORECASTING USING LINEAR REGRESSION MODEL
由: RAVICHANDRAN, KHERREN RAJ
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)

Artificial neural network and kalman filter approaches based on arima for daily wind speed forecasting
由: Shukur, Osamah Basheer
出版: (2015)

Multiple linear regression and neural network for electric load forecasting
由: Kamisan, Nur Arina Bazilah
出版: (2017)

An Improvement on Extended Kalman Filter for Neural Network Training
由: Tsan, Ken Yim
出版: (2005)

Forecasting time series data using hybrid grey relational artificial neural network and auto regressive integrated moving average model
由: Salleh, Roselina, et al.
出版: (2007)

A Bayesian parameter learning procedure for nonlinear dynamical systems via the ensemble Kalman filter
由: Ur Rehman, M.J., et al.
出版: (2018)

Modeling and forecasting of Bursa Malaysia composite index using linear time series models and Kalman filter / Hamzah Arof
由: Arof, Hamzah
出版: (2005)

Application of Kalman filter
由: Tew, Beng Liang
出版: (2006)

Hybrid fault detection using kalman filter and neural network for quadrotor micro aerial vehicle
由: Chan, Shi Jing
出版: (2018)

Integrated Kalman-Neural-Fuzzy system for shot term load forecasting
由: Mohd. Shah Baki, Shah Rizam
出版: (1998)

Neural Networks Ensemble: Evaluation of Aggregation Algorithms for Forecasting
由: HASSAN, SAIMA
出版: (2012)

Neural Networks Ensemble: Evaluation of Aggregation Algorithms for Forecasting
由: HASSAN, SAIMA
出版: (2013)

Ensemble neural networks with input optimization for flood forecasting
由: Mohd Khairudin, Nazli, et al.
出版: (2024)

Comparison between artificial neural network and non-linear auto regressive moving average (NARMA) models for internet traffic / Muhammad Naqiuddin Sahrani
由: Sahrani, Muhammad Naqiuddin
出版: (2015)

Comparison between artificial neural network and Non-linear Auto Regressive Moving Average (NARMA) models for internet traffic / Muhammad Naqiuddin Sahrani
由: Sahrani, Muhammad Naqiuddin
出版: (2015)

Load forecasting for air conditioning systems using linear regression and artificial neural networks
由: Zainudin, Zakaria Zikri, et al.
出版: (2024)

Forecasting the volatility of cryptocurrencies in the presence of Covid-19 with the state space model and Kalman filter
由: Azman, Shafiqah, et al.
出版: (2022)

Unscented Kalman filter for noisy multivariate financial time-series data
由: Jadid Abdulkadir, S., et al.
出版: (2013)

Unscented Kalman filter for noisy multivariate financial time-series data
由: Jadid Abdulkadir, S., et al.
出版: (2013)

Unscented Kalman filter for noisy multivariate financial time-series data
由: Jadid Abdulkadir, S., et al.
出版: (2013)

Unscented Kalman filter for noisy multivariate financial time-series data
由: Jadid Abdulkadir, S., et al.
出版: (2013)

Unscented Kalman filter for noisy multivariate financial time-series data
由: Jadid Abdulkadir, S., et al.
出版: (2013)

Energy forecast using linear regression methods
由: Hanafi, Noor Hasnizam
出版: (2004)

Development of Hybrid Convolutional Neural Network and Auto-Regressive Integrated Moving Average for Skin Cancer Classification
由: KA CHIN, CHEE
出版: (2022)

Analysis of hybrid non-linear autoregressive neural network and local smoothing technique for bandwidth slice forecast
由: Hassan, Mohamed Khalafalla, et al.
出版: (2021)

Load forecasting using combination model of multiple linear regression with neural network for Malaysian City
由: Kamisan, Nur Arina Bazilah, et al.
出版: (2018)

Load forecasting using combination model of multiple linear regression with neural network for Malaysian city
由: Nur Arina Bazilah Kamisan,, et al.
出版: (2018)

Load forecasting using combination model of multiple linear regression with neural network for Malaysian City
由: Kamisan, Nur Arina Bazilah, et al.
出版: (2018)

Non-linear regression model
由: Wan Ahmad, Wan Muhamad Amir, et al.
出版: (2023)

Performance comparison of Kalman Filter and extended kalman filter for human tracking and prediction with particle swarm optimisation
由: Ajasa, Abiodun Afis, et al.
出版: (2023)

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

Noise reduction using Kalman filter
由: Gunawan, Teddy Surya, et al.
出版: (2011)

Kalman filter for ABR signal analysis
由: Omar, M. Hafizi, et al.
出版: (2012)