Frequency-Weighted Fuzzy Time-Series Based on Fibonacci Sequence for TAIEX Forecasting.
Hia Jong TeohTai-Liang ChenChing-Hsue ChengPublished in: PAKDD Workshops (2007)
Keyphrases
- stock index
- stock exchange
- financial time series
- stock market
- garch model
- financial markets
- weather forecasting
- stock price
- forecasting accuracy
- portfolio management
- sequential data
- arma model
- quasi periodic
- financial data
- hybrid model
- dow jones
- multivariate time series
- exchange rate
- dynamic time warping
- exponential smoothing
- short term
- turning points
- non stationary
- portfolio optimization
- support vector regression
- low frequency
- multiscale
- subsequence matching
- forecasting model