The Decomposition and Forecasting of Mutual Investment Funds Using Singular Spectrum Analysis.
Paulo Canas RodriguesJonatha PimentelPatrick MessalaMohammad KazemiPublished in: Entropy (2020)
Keyphrases
- singular spectrum analysis
- support vector regression
- complex valued
- change point detection
- data preprocessing
- rainfall forecasting
- short term
- investment decisions
- investment strategies
- forecasting accuracy
- neural network
- support vector
- non stationary
- kernel function
- hybrid model
- machine learning
- support vector machine
- regression model
- real valued
- knowledge discovery
- long term
- artificial neural networks
- data mining