Reference Vector-Based Multiobjective Clustering Ensemble Approach for Time Series Forecasting

This paper integrates the maximal overlap discrete wavelet transform (MODWT), long and short-term memory neural network (EA-LSTM) of evolutionary attention mechanism and reference vector based clustering algorithm (RVMOC) and proposes a new prediction method of the stock market return rate, which is...

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Vydáno v:	Computational economics Ročník 64; číslo 1; s. 181 - 210
Hlavní autoři:	Liu, Chao, Gao, Fengfeng, Zhang, Mengwan, Li, Yuanrui, Qian, Cun
Médium:	Journal Article
Jazyk:	angličtina
Vydáno:	New York Springer US 01.07.2024 Springer Springer Nature B.V
Témata:	Algorithms Behavioral/Experimental Economics Clustering Computer Appl. in Social and Behavioral Sciences Decomposition Discrete Wavelet Transform Economic Theory/Quantitative Economics/Mathematical Methods Economics Economics and Finance Evolutionary algorithms Forecasting Forecasts and trends Learning Math Applications in Computer Science Neural networks Operations Research/Decision Theory Prediction models Predictions Securities markets Short term memory Stock exchanges Stock markets Time series Wavelet transforms Weighting Reference vector-based multi-objective clustering (RVMOC) Evolutionary algorithm (EA) Maximal overlap discrete wavelet transform (MODWT) Attention-based long short-term memory (A-LSTM)
ISSN:	0927-7099, 1572-9974
On-line přístup:	Získat plný text
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