Research on the prediction of short time series based on EMD-LSTM.
Yongzhi LiuGang WuPublished in: J. Comput. Methods Sci. Eng. (2023)
Keyphrases
- prediction accuracy
- financial time series
- recurrent neural networks
- chaotic time series
- moving average
- distance measure
- exponential smoothing
- non stationary
- prediction model
- dynamic time warping
- real time
- multiscale
- stock market
- extreme values
- arima model
- forecasting accuracy
- quasi periodic
- empirical mode decomposition
- prediction error
- short term
- long term
- artificial neural networks
- neural network