Multidimensional KNN algorithm based on EEMD and complexity measures in financial time series forecasting
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Title
Multidimensional KNN algorithm based on EEMD and complexity measures in financial time series forecasting
Authors
Keywords
Multidimensional k-nearest neighbors (MKNN), Ensemble empirical mode decomposition (EEMD), Complexity measuring, EEMD–MKNN–TSPI, Forecasting
Journal
EXPERT SYSTEMS WITH APPLICATIONS
Volume 168, Issue -, Pages 114443
Publisher
Elsevier BV
Online
2020-12-06
DOI
10.1016/j.eswa.2020.114443
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