Combining wavelet-based feature extractions with relevance vector machines for stock index forecasting

Expert Systems

Volumn 25, Issue 2, 2008, Pages 133-149

  Huang, Shian Chang ^a   Wu, Tung Kuang ^a  

^a NATIONAL CHANGHUA UNIVERSITY OF EDUCATION   (Taiwan)

Author keywords

Neural network; Relevance vector machine; Support vector machine; Time series forecasting; Wavelet analysis

Indexed keywords

BAYESIAN NETWORKS; FEATURE EXTRACTION; NEURAL NETWORKS; SUPPORT VECTOR MACHINES; TIME SERIES ANALYSIS; WAVELET ANALYSIS;

FORECASTING MODELS; RELEVANCE VECTOR MACHINES (RVM); TIME SCALE FEATURES; TIME SERIES FORECASTING;

TECHNOLOGICAL FORECASTING;

EID: 42949171426     PISSN: 02664720     EISSN: 14680394     Source Type: Journal    
DOI: 10.1111/j.1468-0394.2008.00443.x     Document Type: Article

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