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 Emp...

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Bibliographic Details
Main Authors: Hossain, Mohammad Raquibul, Ismail, Mohd Tahir
Format: Article
Language:English
Published: Universiti Utara Malaysia Press 2020
Subjects:
Online Access:https://repo.uum.edu.my/id/eprint/28133/1/JICT%2019%204%202020%20533-558.pdf