A Nonlinear Method for time series forecasting using VMD-GARCH-LSTM model.
Zhengtao GuiHaoyuan LiSijie XuYu ChenPublished in: CoRR (2023)
Keyphrases
- mathematical model
- statistical model
- theoretical analysis
- objective function
- cost function
- evaluation method
- closed form
- high order
- input data
- prior knowledge
- detection method
- sensitivity analysis
- probabilistic model
- significant improvement
- linear model
- em algorithm
- prediction model
- regression analysis
- hybrid model
- neural network
- linear regression
- recurrent neural network model
- prior information
- pairwise
- generalized linear
- recognition algorithm
- modeling method
- monte carlo simulation
- dynamic programming
- similarity measure
- finite difference
- spatial structure
- reconstruction method
- linear models
- autoregressive
- support vector machine svm
- clustering method
- gaussian distribution
- bp neural network
- classification method
- optimization method
- bayesian framework