Price forecasting in the precious metal market: A multivariate EMD denoising approach
Abstract
The precious metal markets are subject to the influence of complicated factor characterized by the interrelationship and nonlinearity with the short burst of noise data components. In this paper we propose a new Multivariate Empirical Mode Decomposition (MEMD) denoising model to identify the noise factors in the multiscale domain and forecast the precious metal price movement. Since the MEMD model is introduced to analyze and project the...
Paper Details
Title
Price forecasting in the precious metal market: A multivariate EMD denoising approach
Published Date
Dec 1, 2017
Journal
Volume
54
Pages
9 - 24
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