Deep multi-hybrid forecasting system with random EWT extraction and variational learning rate algorithm for crude oil futures

Long Short-Term Memory

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

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Comparing Predictive Accuracy

Francis X. Diebold, Roberto S. Mariano · Journal of Business and Economic Statistics · 1995 · 4.8K citations

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Empirical Wavelet Transform

Jérôme Gilles · IEEE Transactions on Signal Processing · 2013 · 2.2K citations · Full text

Engineering, Electrical Engineering, Biomedical Signal Processing +9

A Test for Superior Predictive Ability

Peter Reinhard Hansen · Journal of Business and Economic Statistics · 2005 · 1.2K citations · Full text

Computing, Business Economics, Economics +17