政大機構典藏-National Chengchi University Institutional Repository(NCCUR):Item 140.119/71376

English | 正體中文 | 简体中文 | Post-Print筆數 : 27 | Items with full text/Total items : 113311/144292 (79%)
Visitors : 50932544 Online Users : 975

RC Version 6.0 © Powered By DSPACE, MIT. Enhanced by NTU Library IR team.

Home ‧ Login ‧ Upload ‧ Help ‧ About ‧ Administer

政大機構典藏 > 商學院 > 資訊管理學系 > 期刊論文 > Item 140.119/71376

Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/71376

Title:	Combining Artificial Intelligence with Non-linear Data Processing Techniques for Forecasting Exchange Rate Time Series
Authors:	楊亨利 Yang, Heng-Li;Lin, Han-Chou
Contributors:	資管系
Keywords:	Back-propagation neural network (BPNN);Hilbert–Huang transform (HHT);Empirical mode decomposition (EMD);Intrinsic mode function (IMF)
Date:	2012.04
Issue Date:	2014-11-13 15:08:23 (UTC+8)
Abstract:	Combing back-propagation neural network (BPNN) and empirical mode decomposition (EMD) techniques, this study proposes EMD-BPNN model for forecasting. In the first stage, the original exchange rate series were first decomposed into a finite, and often small, number of intrinsic mode functions (IMFs). In the second stage, kernel predictors such as BPNN were constructed for forecasting. Compared with traditional model (random walk), the proposed model performs best. This study significantly reduced errors not only in the derivation performance, but also in the direction performance.
Relation:	International Journal of Digital Content and its Application, 6(6), 276-283
Data Type:	article
Appears in Collections:	[資訊管理學系] 期刊論文

Files in This Item:

File	Description	Size	Format
276-283.pdf		820Kb	Adobe PDF2	972	View/Open

社群 sharing

著作權政策宣告 Copyright Announcement

1.本網站之數位內容為國立政治大學所收錄之機構典藏，無償提供學術研究與公眾教育等公益性使用，惟仍請適度，合理使用本網站之內容，以尊重著作權人之權益。商業上之利用，則請先取得著作權人之授權。
The digital content of this website is part of National Chengchi University Institutional Repository. It provides free access to academic research and public education for non-commercial use. Please utilize it in a proper and reasonable manner and respect the rights of copyright owners. For commercial use, please obtain authorization from the copyright owner in advance.

2.本網站之製作，已盡力防止侵害著作權人之權益，如仍發現本網站之數位內容有侵害著作權人權益情事者，請權利人通知本網站維護人員(nccur@nccu.edu.tw)，維護人員將立即採取移除該數位著作等補救措施。
NCCU Institutional Repository is made to protect the interests of copyright owners. If you believe that any material on the website infringes copyright, please contact our staff(nccur@nccu.edu.tw). We will remove the work from the repository and investigate your claim.

Loading...