政大機構典藏-National Chengchi University Institutional Repository(NCCUR):Item 140.119/78884
English  |  正體中文  |  简体中文  |  Items with full text/Total items : 88284/117783 (75%)
Visitors : 23395317      Online Users : 160
RC Version 6.0 © Powered By DSPACE, MIT. Enhanced by NTU Library IR team.
Scope Tips:
  • please add "double quotation mark" for query phrases to get precise results
  • please goto advance search for comprehansive author search
  • Adv. Search
    HomeLoginUploadHelpAboutAdminister Goto mobile version
    Please use this identifier to cite or link to this item: http://nccur.lib.nccu.edu.tw/handle/140.119/78884


    Title: Applying EMD-based neural network to forecast NTD/USD exchange rate
    Authors: Yang, Heng-li;Lin, Han Chou
    楊亨利
    Contributors: 資訊管理學系
    Keywords: Back propagation neural networks;Empirical mode decomposition;Exchange rate forecasting;Exchange rates;Hilbert Huang transforms;Intrinsic mode functions;Mean absolute percentage error;Random Walk;Backpropagation;Forecasting;Information management;Signal processing;Torsional stress;Neural networks
    Date: 2011-06
    Issue Date: 2015-10-08 17:16:46 (UTC+8)
    Abstract: This study applied back-propagation neural network (BPNN) and empirical mode decomposition (EMD) techniques for forecasting exchange rate. The aim of this study is to examine the feasibility of the proposed EMD-BPNN model in exchange rate forecasting. In the first stage, the original exchange rate series were first decomposed into a finite, and often small, number of intrinsic mode functions (IMFs). In the second stage, kernel predictors such as BPNN are constructed for forecasting. It was demonstrated that the proposed model performs better than traditional model (random walk). The mean absolute percentage errors are significantly reduced. © 2011 AICIT.
    Relation: Proceedings - 7th International Conference on Networked Computing and Advanced Information Management, NCM 2011
    Data Type: conference
    Appears in Collections:[Department of MIS] Proceedings

    Files in This Item:

    File Description SizeFormat
    index.html0KbHTML490View/Open


    All items in 政大典藏 are protected by copyright, with all rights reserved.


    社群 sharing

    著作權政策宣告
    1.本網站之數位內容為國立政治大學所收錄之機構典藏,無償提供學術研究與公眾教育等公益性使用,惟仍請適度,合理使用本網站之內容,以尊重著作權人之權益。商業上之利用,則請先取得著作權人之授權。
    2.本網站之製作,已盡力防止侵害著作權人之權益,如仍發現本網站之數位內容有侵害著作權人權益情事者,請權利人通知本網站維護人員(nccur@nccu.edu.tw),維護人員將立即採取移除該數位著作等補救措施。
    DSpace Software Copyright © 2002-2004  MIT &  Hewlett-Packard  /   Enhanced by   NTU Library IR team Copyright ©   - Feedback