Multidimensional k-nearest neighbor model based on EEMD for financial time series forecasting

Physica A: Statistical Mechanics and its Applications

Volumn 477, Issue , 2017, Pages 161-173

  Zhang, Ningning ^a   Lin, Aijing ^a   Shang, Pengjian ^a  

^a BEIJING JIAOTONG UNIVERSITY   (China)

Author keywords

Closing price; EEMD MKNN; Ensemble empirical mode decomposition (EEMD); Forecasting; High price; k nearest neighbors (KNN)

Indexed keywords

FINANCIAL DATA PROCESSING; FORECASTING; MOTION COMPENSATION; TEXT PROCESSING; TIME SERIES; WHITE NOISE;

CLOSING PRICE; EMPIRICAL MODE DECOMPOSITION; ENSEMBLE EMPIRICAL MODE DECOMPOSITION; ENSEMBLE EMPIRICAL MODE DECOMPOSITIONS (EEMD); FINANCIAL TIME SERIES FORECASTING; HIGH PRICE; K NEAREST NEIGHBOR (KNN); NONLINEAR AND NON-STATIONARY SIGNALS;

NEAREST NEIGHBOR SEARCH;

EID: 85014478903     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2017.02.072     Document Type: Article

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