The Potential Value of Saaty's Eigenvector Scaling Method for Short-Term Forecasting of Currency Exchange Rates.
Marvin D. TrouttHussein H. ElsaidPublished in: SIAM Rev. (1996)
Keyphrases
- short term
- long term
- short term and long term
- arima model
- forecasting model
- back propagation
- electric load forecasting
- chaotic time series
- motion prediction
- wind power
- convergence rate
- covariance matrix
- neural network
- clustering method
- optimization algorithm
- fuzzy logic
- motion estimation
- support vector machine
- dynamic programming
- expert systems
- support vector
- feature extraction