A decomposition clustering ensemble learning approach for forecasting foreign exchange rates
A decomposition clustering ensemble (DCE) learning approach is proposed for forecasting foreign exchange rates by integrating the variational mode decomposition (VMD), the self-organizing map (SOM) network, and the kernel extreme learning machine (KELM). First, the exchange rate time series is decom...
| Main Authors: | , , , , |
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| Format: | Article |
| Language: | English |
| Published: |
KeAi Communications Co., Ltd.
2019-03-01
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| Series: | Journal of Management Science and Engineering |
| Online Access: | http://www.sciencedirect.com/science/article/pii/S2096232019300010 |