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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Format: | Others |
Language: | en_US |
Published: |
2010
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Online Access: | http://ndltd.ncl.edu.tw/handle/48184758912773113453 |