Multidimensional KNN algorithm based on EEMD and complexity measures in financial time series forecasting.
Guancen LinAijing LinJianing CaoPublished in: Expert Syst. Appl. (2021)
Keyphrases
- complexity measures
- financial time series forecasting
- knn algorithm
- k nearest neighbor
- knn
- financial time series
- text classification
- nearest neighbor classifier
- k nearest neighbour
- nearest neighbor
- lower bound
- support vector regression
- learning paradigms
- similarity search
- neural network
- text categorization
- support vector machine
- feature selection
- information gain
- distance function
- nearest neighbour
- exchange rate
- non stationary
- support vector machine svm
- support vector