The Application of Random Noise Reduction By Nearest Neighbor Method To Forecasting of Economic Time Series

Publié en ligne: 08 juil. 2014

Pages: 96 - 108

Reçu: 20 oct. 2013

Accepté: 17 janv. 2014

DOI: https://doi.org/10.2478/foli-2013-0020

Mots clés

random noise reduction, nearest neighbor method, largest Lyapunov exponent, financial time series forecasting

© 2013 University of Szczecin

This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 3.0 License.