New hybridization of empirical mode decomposition and least squares support vector machine model in forecasting Malaysia exchange rates

Author(s):  
Nur Izzati Abdul Rashid ◽  
Ani Shabri ◽  
Ruhaidah Samsudin
2015 ◽  
Vol 2015 ◽  
pp. 1-7 ◽  
Author(s):  
Jian Chai ◽  
Jiangze Du ◽  
Kin Keung Lai ◽  
Yan Pui Lee

This paper proposes an EMD-LSSVM (empirical mode decomposition least squares support vector machine) model to analyze the CSI 300 index. A WD-LSSVM (wavelet denoising least squares support machine) is also proposed as a benchmark to compare with the performance of EMD-LSSVM. Since parameters selection is vital to the performance of the model, different optimization methods are used, including simplex, GS (grid search), PSO (particle swarm optimization), and GA (genetic algorithm). Experimental results show that the EMD-LSSVM model with GS algorithm outperforms other methods in predicting stock market movement direction.


This paper mainly discussed on the forecast of Thailand tourist visiting Malaysia. This paper proposed a three-stage technique in which the empirical mode decomposition (EMD) is combined with wavelet methods and support vector machine model. We used the proposed technique, EMD_WSVM to forecast two ASEAN country tourism timeseries. Detail experiments are conducted for the proposed method, in which there is a comparison between the EMD_WSVM, WSVM and SVM methods. The proposed EMD_WSVM model is determined to be dominant to the other methods in predicting the number of tourist arrivals


2018 ◽  
Vol 33 (8) ◽  
pp. 1330-1335 ◽  
Author(s):  
Y. M. Guo ◽  
L. B. Guo ◽  
Z. Q. Hao ◽  
Y. Tang ◽  
S. X. Ma ◽  
...  

A hybrid sparse partial least squares and least-squares support vector machine model was proposed to improve the accuracy of iron ore analysis using LIBS.


2012 ◽  
Vol 56 (3) ◽  
pp. 611-628 ◽  
Author(s):  
Jan Luts ◽  
Geert Molenberghs ◽  
Geert Verbeke ◽  
Sabine Van Huffel ◽  
Johan A.K. Suykens

2020 ◽  
Vol 35 (7) ◽  
pp. 1487-1487
Author(s):  
Y. M. Guo ◽  
L. B. Guo ◽  
Z. Q. Hao ◽  
Y. Tang ◽  
S. X. Ma ◽  
...  

Correction for ‘Accuracy improvement of iron ore analysis using laser-induced breakdown spectroscopy with a hybrid sparse partial least squares and least-squares support vector machine model’ by Y. M. Guo et al., J. Anal. At. Spectrom., 2018, 33, 1330–1335, DOI: 10.1039/C8JA00119G.


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