Concepedia

Multidimensional<mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" altimg="si8.gif" display="inline" overflow="scroll"><mml:mi>k</mml:mi></mml:math>-nearest neighbor model based on EEMD for financial time series forecasting

Ningning Zhang, Aijing Lin, Pengjian Shang

Physica A Statistical Mechanics and its Applications · 2017 · 133 citations · 46 references

Concepts

ComputingFinanceMathematicsFinancial ModelingForecastingTime Series AnalysisComputational Time Series AnalysisMultivariate ForecastingNearest Neighbor SearchTime Series ForecastingTime Series ModelingTime Series PredictionFinancial Time Series ForecastingHigh-dimensional ForecastingHigh-dimensional Nearest Neighbor SearchHigh-dimensional Time Series Forecasting

References

46

The empirical mode decomposition and the Hilbert spectrum for nonlinear and non-stationary time series analysis

Norden E. Huang, Steven Long, Man‐Li C. Wu et al. · Proceedings of the Royal Society A Mathematical Physical and Engineering Sciences · 1998 · 23.3K citations · Full text

Computing, Computational Engineering, Biomedical Signal Processing +16

Nearest neighbor pattern classification

Thomas M. Cover, Peter E. Hart · IEEE Transactions on Information Theory · 1967 · 16.1K citations

Computing, Computer Science, Data Mining +11

ENSEMBLE EMPIRICAL MODE DECOMPOSITION: A NOISE-ASSISTED DATA ANALYSIS METHOD

Zhaohua Wu, Norden E. Huang · Advances in Adaptive Data Analysis · 2008 · 8.6K citations

Computing, Data Science, Biomedical Signal Processing +15

Time series forecasting using a hybrid ARIMA and neural network model

G.Peter Zhang · Neurocomputing · 2003 · 4.3K citations

Computing, Mathematics, Forecasting +15

Empirical Mode Decomposition as a Filter Bank

Patrick Flandrin, Gabriel Rilling, Paulo Gonçalvès · IEEE Signal Processing Letters · 2004 · 2.6K citations

Engineering, Computational Engineering, Electrical Engineering +17