A hybrid model of dynamic time wrapping and hidden Markov model for forecasting and trading in crude oil market.
Shangkun DengYoutao XiangBoyang NanHongyu TianZhe SunPublished in: Soft Comput. (2020)
Keyphrases
- crude oil
- hidden markov models
- hybrid model
- forecasting model
- forecasting accuracy
- foreign exchange
- support vector regression
- sequential data
- speech recognition
- long run
- artificial neural networks
- handwritten word recognition
- hybrid models
- oil field
- viterbi algorithm
- hidden state
- hidden states
- conditional random fields
- short term
- image processing
- neural network
- electricity markets
- multi stream
- regression model
- long term