Wavelet-based Relevance Vector Regression Model Coupled with Phase Space Reconstruction for Exchange Rate Returns Forecasting

碩士 === 國立彰化師範大學 === 商業教育學系 === 98 === Exchange rates forecasting has become an important problem for recent decades due to the highly nonlinear patterns which make difficulties for forecasting. This paper mainly introduces a hybrid model that couples two useful techniques, phase space reconstruction...

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Bibliographic Details
Main Author: 謝佳勳
Other Authors: 林淑惠
Format: Others
Language:en_US
Published: 2010
Online Access:http://ndltd.ncl.edu.tw/handle/48184758912773113453