Financial Time Series Prediction Model Based on Hilbert-Huang Transform and Artificial Neural Network
碩士 === 國立臺北科技大學 === 商業自動化與管理研究所 === 98 === The time series prediction method was usually limited by the non-linearity and non-stationary of the financial time series data. As a result, Hilbert-Huang transform (HHT) was adapted in this paper. Through the processes of the empirical mode decomposition...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2010
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| Online Access: | http://ndltd.ncl.edu.tw/handle/a684vz |