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