Noise Canceling in Volatility Forecasting Using an Adaptive Neural Network Filter.
Soheil Almasi MonfaredDavid EnkePublished in: Complex Adaptive Systems (2015)
Keyphrases
- neural network
- exchange rate
- noise reduction
- median filter
- garch model
- noise removal
- adaptive fuzzy
- noise free
- short term load forecasting
- noise detection
- financial time series
- prediction model
- impulse noise
- fine details
- short term
- grey model
- train a neural network
- filtering method
- noise elimination
- gaussian noise
- artificial neural networks
- noise level
- signal to noise ratio
- stock market
- noisy data
- multiscale
- back propagation
- missing data
- multiplicative noise
- noise suppression
- low pass filter
- wiener filter
- additive noise
- gaussian filter
- neural network model
- foreign exchange
- chaotic time series
- stock price
- impulsive noise
- filtering algorithm
- filtering process
- bandpass
- image enhancement
- morphological filters
- turning points
- noise model
- long term
- sigmoid function