Multivariate EMD-Based Modeling and Forecasting of Crude Oil Price
Recent empirical studies reveal evidence of the co-existence of heterogeneous data characteristics distinguishable by time scale in the movement crude oil prices. In this paper we propose a new multivariate Empirical Mode Decomposition (EMD)-based model to take advantage of these heterogeneous chara...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2016-04-01
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| Series: | Sustainability |
| Subjects: | |
| Online Access: | http://www.mdpi.com/2071-1050/8/4/387 |