A Hybrid Model for Financial Time Series Forecasting - Integration of EWT, ARIMA With The Improved ABC Optimized ELM.
He YuLi Jing MingRuan SumeiShuping ZhaoPublished in: IEEE Access (2020)
Keyphrases
- hybrid model
- financial time series forecasting
- support vector regression
- extreme learning machine
- artificial neural networks
- hybrid models
- support vector machine svm
- arima model
- financial time series
- support vector machine
- back propagation neural network
- neural network
- training data
- regression model
- forecasting accuracy