An Empirical Study of Integrating Independent Component Analysis and Combined Forecasting for Time Series Data
碩士 === 國立宜蘭大學 === 應用經濟與管理學系應用經濟學碩士班 === 102 === In this study, we use several forecasting methods via Independent Component Analysis Whitening process to get eigenvalues of components, and then we integrate concept of eigenvalue weight with Combined Forecasting. Finally, we create a new Combined For...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2014
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/33dxaf |