Application of empirical mode decomposition combined with K-nearest neighbors approach in financial time series forecasting

Fluctuation and Noise Letters

Volumn 11, Issue 2, 2012, Pages

  Lin, Aijing ^a   Shang, Pengjian ^a   Feng, Guochen ^a   Zhong, Bo ^a  

^a BEIJING JIAOTONG UNIVERSITY   (China)

Author keywords

closing prices; EMD KNN; empirical mode decomposition (EMD); forecasting; intrinsic mode functions (IMFs); k nearest neighbors (KNN); nonparametric method

Indexed keywords

EID: 84870059558     PISSN: 02194775     EISSN: None     Source Type: Journal    
DOI: 10.1142/S0219477512500186     Document Type: Article

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