| Autor: |
Nataliia Vlasenko, Olena Vynokurova, Dmytro Peleshko, Alexander Vlasenko, Yuriy Rashkevych |
| Rok vydání: |
2020 |
| Předmět: |
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| Zdroj: |
2020 IEEE Third International Conference on Data Stream Mining & Processing (DSMP). |
| Popis: |
Time series in finance are distinguished by their highly complex nonlinear dynamics, which makes them hard to analyze and predict. This paper proposes a novel model based on combination of the empirical mode decomposition and multidimensional Gaussian neuro-fuzzy model in order to achieve better accuracy. The experimental results show significant improvement in comparison with the original model and its competitors. |
| Databáze: |
OpenAIRE |
| Externí odkaz: |
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