Multidimensional KNN algorithm based on EEMD and complexity measures in financial time series forecasting

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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