Improving Time Series Models Prediction Based On Empirical Mode Decomposition Using Stock Market Data
Time series analysis and prediction is a very important and active research area. In this age of profuse data generation, proper use of available data has become crucial in forecasting and decision making. This thesis presents the research study involving the development of five advanced forecasting...
| Main Author: | Hossain, Mohammad Raquibul |
|---|---|
| Format: | Thesis |
| Language: | English |
| Published: |
2021
|
| Subjects: | |
| Online Access: | http://eprints.usm.my/53227/ |
Similar Items
Forecasting Performance Of Nonlinear And Nonstationary Stock Market Data Using Empirical Mode Decomposition
by: Awajan, Ahmad Mohammad Al-Abd
Published: (2018)
by: Awajan, Ahmad Mohammad Al-Abd
Published: (2018)
On Automatic Boundary Corrections Using Empirical Mode Decomposition
by: Mohamed Jaber, Abobaker
Published: (2016)
by: Mohamed Jaber, Abobaker
Published: (2016)
Penalized Quantile Regression Methods And Empirical Mode Decomposition For Improving The Accuracy Of The Model Selection
by: Ambark, Ali Saleh Al-Massri
Published: (2024)
by: Ambark, Ali Saleh Al-Massri
Published: (2024)
Combined empirical mode decomposition and dynamic regression model for forecasting electricity load demand
by: Akrom, Nuramirah
Published: (2015)
by: Akrom, Nuramirah
Published: (2015)
Enhancing Model Selection Based On Penalized Regression Methods And Empirical Mode Decomposition
by: Al Jawarneh, Abdullah Suleiman Saleh
Published: (2021)
by: Al Jawarneh, Abdullah Suleiman Saleh
Published: (2021)
Empirical mode decomposition with least square support vector machine model for river flow forecasting
by: Ismail, Shuhaida
Published: (2016)
by: Ismail, Shuhaida
Published: (2016)
A similarity of multivariate time series in stocks network analysis
by: Gan, Siew Lee
Published: (2016)
by: Gan, Siew Lee
Published: (2016)
Improved models in fuzzy time series for forecasting
by: Sadaei, Hossein Javedani
Published: (2013)
by: Sadaei, Hossein Javedani
Published: (2013)
Detecting Structural Break In
Commodity Time Series Data
by: Jatarona , Nurul Najwa
Published: (2010)
by: Jatarona , Nurul Najwa
Published: (2010)
Flood Prediction Based On Deep Learning Networks With Variational Mode Decomposition
by: Ni, Chenmin
Published: (2024)
by: Ni, Chenmin
Published: (2024)
Leak detection in medium density polyethylene pipe using ensemble empirical mode decomposition method
by: Makeen, Mohd Amin
Published: (2018)
by: Makeen, Mohd Amin
Published: (2018)
Noise eliminated ensemble empirical mode decomposition scalogram analysis for rotating machinery fault diagnosis
by: Atik, Faysal
Published: (2022)
by: Atik, Faysal
Published: (2022)
Framework for machine learning artefact removal and empirical mode decomposition for capnogram based asthma detection
by: Elbadawy, Ismail Mohamed Ibrahim Bayoumy
Published: (2023)
by: Elbadawy, Ismail Mohamed Ibrahim Bayoumy
Published: (2023)
Stock returns and volatility: an empirical study of Malaysian stock market
by: Ng, Hui Jie
Published: (2007)
by: Ng, Hui Jie
Published: (2007)
EEG-and MRI-based epilepsy source localization using multivariate empirical mode decomposition and inverse solution method
by: Khosropanah, Pegah
Published: (2018)
by: Khosropanah, Pegah
Published: (2018)
Wavelet decomposition-NNARX model for flood prediction of Kelantan River, Malaysia
by: Anuar, Mohd Azrol Syafiee
Published: (2018)
by: Anuar, Mohd Azrol Syafiee
Published: (2018)
A neural network modal decomposition mechanism in predicting network traffic
by: Shi Jinmei
Published: (2023)
by: Shi Jinmei
Published: (2023)
Preprocessing And Clustering Short Time-Series Microarray
by: Loh, Wei Ping
Published: (2008)
by: Loh, Wei Ping
Published: (2008)
Error magnitude and directional accuracy for time series forecasting evaluation
by: Nor, Maria Elena
Published: (2014)
by: Nor, Maria Elena
Published: (2014)
Time series support vector regression models with missing data treatments for water level prediction
by: Ibrahim, Noraini
Published: (2014)
by: Ibrahim, Noraini
Published: (2014)
Time series support vector regression models with missing data treatments for water lavel prediction
by: Ibrahim, Noraini
Published: (2014)
by: Ibrahim, Noraini
Published: (2014)
Empirical Test of Macroeconomic Variables and Stock Market Returns in Asian Emerging Market
by: Selamat, Zarehan
Published: (2001)
by: Selamat, Zarehan
Published: (2001)
Combine holts winter and support vector machines in forecasting time series
by: Salisu, Alfa Mohammed
Published: (2013)
by: Salisu, Alfa Mohammed
Published: (2013)
The Stock Market and its Economic Interactions: An Empirical Study of Egypt
by: Badawi, Ashraf Lotfi Elsayed
Published: (2011)
by: Badawi, Ashraf Lotfi Elsayed
Published: (2011)
A data-driven prognostic model using time series prediction techniques in maintenance decision making
by: Siti Azirah, Amai
Published: (2014)
by: Siti Azirah, Amai
Published: (2014)
A hybrid of bekk garch with neural network for modeling and forecasting time series
by: Pung, Yean Ping
Published: (2021)
by: Pung, Yean Ping
Published: (2021)
Developing defuzzifying method of fuzzy time-variant series for forecasting product demand
by: Saeed, Akbarnatajbisheh
Published: (2013)
by: Saeed, Akbarnatajbisheh
Published: (2013)
Time series forecasting of airline passenger no-shows using fir neural network
by: Muhammad Hussein, Muhammad Zaly Shah
Published: (2002)
by: Muhammad Hussein, Muhammad Zaly Shah
Published: (2002)
Modeling Malaysian Road Accidents: The Structural Time Series Approach
by: Junus, Noor Wahida Binti Md
Published: (2018)
by: Junus, Noor Wahida Binti Md
Published: (2018)
Improved particle swarm optimization for fuzzy based stock market turning points prediction
by: Phetchanchai, Chawalsak
Published: (2013)
by: Phetchanchai, Chawalsak
Published: (2013)
SWGARCH : an enhanced GARCH model for time series forecasting
by: Shbier, Mohammed Z. D
Published: (2017)
by: Shbier, Mohammed Z. D
Published: (2017)
Application of variational mode decomposition in vibration analysis of machine components
by: Isham, Muhammad Firdaus
Published: (2020)
by: Isham, Muhammad Firdaus
Published: (2020)
Interminable Long Memory Model And Its Hybrid For Time Series Modeling
by: Alhaji, Jibrin Sanusi
Published: (2019)
by: Alhaji, Jibrin Sanusi
Published: (2019)
Design of robust and fragile image watermarking system for copyright protection and authentication using lifting wavelet transform and bivariate empirical mode decomposition techniques
by: Abbas, Nidaa Hasan
Published: (2017)
by: Abbas, Nidaa Hasan
Published: (2017)
Predicting Macroeconomic Time Series In Malaysia : Using Neural Network Approaches
by: Mohd. Zukime, Mat Junoh
Published: (2001)
by: Mohd. Zukime, Mat Junoh
Published: (2001)
The impact of exchange rate regime and
monetary variables on the stability of the
capital market. An empirical analysis in
the stock market
by: Sia, Yiik Jing
Published: (2016)
by: Sia, Yiik Jing
Published: (2016)
Rainfall time series modeling for a mountainous region in West Iran
by: Mekanik, Fatemeh
Published: (2010)
by: Mekanik, Fatemeh
Published: (2010)
QR Decomposition For Adaptive Filtering
Application
by: Okwonu, Friday Zinzendoff
Published: (2011)
by: Okwonu, Friday Zinzendoff
Published: (2011)
The enhanced group method of data handling models for time series forecasting
by: Samsudin, Ruhaidah
Published: (2012)
by: Samsudin, Ruhaidah
Published: (2012)
Geometric representations of distinct Hamiltonian circuits in complete graph decomposition
by: Maizon, Mohd Darus
Published: (2015)
by: Maizon, Mohd Darus
Published: (2015)
Similar Items
-
Forecasting Performance Of Nonlinear And Nonstationary Stock Market Data Using Empirical Mode Decomposition
by: Awajan, Ahmad Mohammad Al-Abd
Published: (2018) -
On Automatic Boundary Corrections Using Empirical Mode Decomposition
by: Mohamed Jaber, Abobaker
Published: (2016) -
Penalized Quantile Regression Methods And Empirical Mode Decomposition For Improving The Accuracy Of The Model Selection
by: Ambark, Ali Saleh Al-Massri
Published: (2024) -
Combined empirical mode decomposition and dynamic regression model for forecasting electricity load demand
by: Akrom, Nuramirah
Published: (2015) -
Enhancing Model Selection Based On Penalized Regression Methods And Empirical Mode Decomposition
by: Al Jawarneh, Abdullah Suleiman Saleh
Published: (2021)