EMPIRICAL MODE DECOMPOSITION BASED ON THETA METHOD FOR FORECASTING DAILY STOCK PRICE
Forecasting is a challenging task as time series data exhibit many features that cannot be captured by a single model. Therefore, many researchers have proposed various hybrid models in order to accommodate these features to improve forecasting results. This work proposed a hybrid method between Em...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
UUM Press
2020-08-01
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| Series: | Journal of ICT |
| Subjects: | |
| Online Access: | https://e-journal.uum.edu.my/index.php/jict/article/view/12394 |