An Empirical Study of Integrating Independent Component Analysis and Combined Forecasting for Time Series Data

碩士 === 國立宜蘭大學 === 應用經濟與管理學系應用經濟學碩士班 === 102 === In this study, we use several forecasting methods via Independent Component Analysis Whitening process to get eigenvalues of components, and then we integrate concept of eigenvalue weight with Combined Forecasting. Finally, we create a new Combined For...

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Bibliographic Details
Main Authors: Guan-Yu Zhou, 周冠宇
Other Authors: Feng-Jenq Lin
Format: Others
Language:zh-TW
Published: 2014
Online Access:http://ndltd.ncl.edu.tw/handle/33dxaf