Prediction of selected Indian stock using a partitioning–interpolation based ARIMA–GARCH model
Accurate long-term prediction of time series data (TSD) is a very useful research challenge in diversified fields. As financial TSD are highly volatile, multi-step prediction of financial TSD is a major research problem in TSD mining. The two challenges encountered are, maintaining high prediction a...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Emerald Publishing
2015-07-01
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| Series: | Applied Computing and Informatics |
| Subjects: | |
| Online Access: | http://www.sciencedirect.com/science/article/pii/S2210832714000258 |