ARIMAX-GARCH-WAVELET model for forecasting volatile data.
Ranjit Kumar PaulPublished in: Model. Assist. Stat. Appl. (2015)
Keyphrases
- experimental data
- data sets
- input data
- predictive model
- probabilistic model
- simulation data
- computational model
- mathematical model
- prior knowledge
- database
- data processing
- data analysis
- data collection
- statistical methods
- learning models
- high level
- test data
- financial time series
- prediction model
- historical data
- measured data
- neural network model
- raw data
- high dimensional data
- image data
- data sources
- data structure
- training data
- feature extraction