Exchange rate forecasting with optimum singular spectrum analysis
type: Item
instance of: scholarly article
title: Exchange rate forecasting with optimum singular spectrum analysis
zbMATH Open document ID: 1294.93039
author: Mansi Ghodsi
author: Masoud Yarmohammadi
published in: Journal of Systems Science and Complexity
publication date: 2014-09-15T00:00:00Z
Mathematics Subject Classification ID: 93B60
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 91B84
zbMATH DE Number: 6344504
zbMATH Keywords: exchange rate
zbMATH Keywords: forecasting
zbMATH Keywords: optimal
zbMATH Keywords: singular spectrum analysis
zbMATH Keywords: singular value
zbMATH Keywords: window length
describes a project that uses: CaterpillarSSA
MaRDI profile type: Publication
full work available at URL: s11424-014-3303-6
OpenAlex ID: W1981419029
cites work: Analysis of time series structure. SSA and related techniques
cites work: Extracting fetal heart signal from noisy maternal ECG by multivariate singular spectrum analysis
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cites work: Predicting daily exchange rate with singular spectrum analysis
cites work: Forecasting UK Industrial Production with Multivariate Singular Spectrum Analysis
cites work: A review on singular spectrum analysis for economic and financial time series
cites work: Markov switching models for time series data with dramatic jumps
DOI: 10.1007/S11424-014-3303-6
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description: scientific article; zbMATH DE number 6344504