[1] |
PLASMANS J, VERKOOIJEN W, DANIELS H. Estimating structural exchange rate models by artificial neural networks[J]. Applied Financial Economics, 1998(8): 541-551.
|
[2] |
MAIA A L S, CARVALHO F A T, LUDERMIR T B. Forecasting models for interval-valued time series[J]. Neurocomputing, 2008(71): 3344-3352.
|
[3] |
ZHANG G P. Time series forecasting using a hybrid ARIMA and neural network model[J]. Neurocomputing, 2003(50): 159-175.
|
[4] |
梁文娟, 李雪艳. 基于ARIMA、LS-SVM和BP神经网络组合模型的航空运输飞行事故征候预测[J]. 安全与环境工程, 2018, 25(1): 130-136.LIANG Wenjuan, LI Xueyan. Flight incidents prediction of air transportation based on the combined model of ARIMA, LS-SVM and BPNN[J]. Safety and Environmental Engineering, 2018, 25(1): 130-136.
|
[5] |
张春露, 白艳萍. ARIMA时间序列模型和BP神经网络组合预测在铁路客座率中的应用[J]. 数学的实践与认识, 2018, 48(21): 105-113.ZHANG Chunlu, BAI Yanping. Application of ARIMA time series and BP neural network combination model in railway passenger rate[J]. Journal of Mathematics in Practice and Theory, 2018, 48(21): 105-113.
|
[6] |
孟毅. 时间序列ARIMA与BP神经网络组合模型在CPI预测中的应用[J]. 山东农业大学学报(自然科学版), 2018, 49(6): 1079-1083.MENG Yi. Application of ARIMA time series and BP NN combined model in forecast for CPI[J]. Journal of Shandong Agricultural University (Nature Science Edition), 2018, 49(6): 1079-1083.
|
[7] |
YU L, WANG S, LAI K K. Forecasting crude oil price with an EMD-based neural network ensemble learning paradigm[J]. Energy Economics, 2008, 30(5): 2623-2635.
|
[8] |
谢赤, 郑林林, 孙柏, 等. 基于EMD和Elman网络的人民币汇率时间序列预测[J]. 湖南大学学报(自然科学版), 2009, 36(6): 89-92.XIE Chi, ZHENG Linlin, SUN Bo, et al. Research on the forecasting of RMB exchange rate time series based on EMD and Elman network[J]. Journal of Hunan University (Nature Sciences), 2009, 36(6): 89-92.
|
[9] |
王贺, 胡志坚, 陈珍, 等. 基于集合经验模态分解和小波神经网络的短期风功率组合预测[J]. 电工技术学报, 2013, 28(9): 137-144.WANG He, HU Zhijian, CHEN Zhen, et al. A hybrid model for wind power forecasting based on ensemble empirical mode decomposition and wavelet neural networks[J]. Transactions of China Electrotechnical Society, 2013, 28(9): 137-144.
|
[10] |
ZHOU Q, JIANG H, WANG J, et al. A hybrid model for PM2.5 forecasting based on ensemble empirical mode decomposition and a general regression neural network[J]. Science of the Total Environment, 2014, 496: 264-274.
|
[11] |
蒋传进, 宋福根. 基于NARX神经网络与ARMA的汇率混合预测模型[J]. 统计与决策, 2010(15): 33-35.
|
[12] |
薛永刚. 基于小波分解的汇率预测模型实证研究[J]. 统计与决策, 2010(20): 125-126.
|
[13] |
陈东东, 沐年国. 基于HP滤波分解的ARMA+BPNN的人民币汇率短期预测[J]. 经济研究导刊, 2018(21): 74-77.CHEN Dongdong, MU Nianguo. Short-term prediction of RMB exchange rate based on HPA decomposition and ARMA+BPNN[J]. Economic Research Guide, 2018(21): 74-77.
|
[14] |
TSENG F M, YU H C, TZENG G H. Combining neural network model with seasonal time series ARIMA model[J]. Technological Forecasting and Social Change, 2002, 69(1): 71-87.
|
[15] |
YU L, WANG S, LAI K K. A novel nonlinear ensemble forecasting model incorporating GLAR and ANN for foreign exchange rates[J]. Computers & Operations Research, 2005, 32(10): 2523-2541.
|
[16] |
熊志斌. ARIMA融合神经网络的人民币汇率预测模型研究[J]. 数量经济技术经济研究, 2011, (6): 64-76.XIONG Zhibin. Research on RMB exchange rate forecasting model based on combining ARIMA with neural networks[J]. The Journal of Quantitative & Technical Economics, 2011, (6): 64-76.
|
[17] |
杨进, 陈亮. 基于小波神经网络与ARIMA组合模型在股票预测中的应用[J]. 经济数学, 2018, 35(2): 62-67.YANG Jin, CHEN Liang. The application in stock prediction of combination forecast model of wavelet neural network and ARIMA[J]. Journal of Quantitative Economics, 2018, 35(2): 62-67.
|
[18] |
ELMAN J L . Finding structure in time[J]. Cognitive Science, 1990, 14(2):179-211.
|
[19] |
张一, 惠晓峰. 基于奇异谱分析的汇率预测研究[J]. 统计与决策, 2012(6): 29-31.)
|
[1] |
PLASMANS J, VERKOOIJEN W, DANIELS H. Estimating structural exchange rate models by artificial neural networks[J]. Applied Financial Economics, 1998(8): 541-551.
|
[2] |
MAIA A L S, CARVALHO F A T, LUDERMIR T B. Forecasting models for interval-valued time series[J]. Neurocomputing, 2008(71): 3344-3352.
|
[3] |
ZHANG G P. Time series forecasting using a hybrid ARIMA and neural network model[J]. Neurocomputing, 2003(50): 159-175.
|
[4] |
梁文娟, 李雪艳. 基于ARIMA、LS-SVM和BP神经网络组合模型的航空运输飞行事故征候预测[J]. 安全与环境工程, 2018, 25(1): 130-136.LIANG Wenjuan, LI Xueyan. Flight incidents prediction of air transportation based on the combined model of ARIMA, LS-SVM and BPNN[J]. Safety and Environmental Engineering, 2018, 25(1): 130-136.
|
[5] |
张春露, 白艳萍. ARIMA时间序列模型和BP神经网络组合预测在铁路客座率中的应用[J]. 数学的实践与认识, 2018, 48(21): 105-113.ZHANG Chunlu, BAI Yanping. Application of ARIMA time series and BP neural network combination model in railway passenger rate[J]. Journal of Mathematics in Practice and Theory, 2018, 48(21): 105-113.
|
[6] |
孟毅. 时间序列ARIMA与BP神经网络组合模型在CPI预测中的应用[J]. 山东农业大学学报(自然科学版), 2018, 49(6): 1079-1083.MENG Yi. Application of ARIMA time series and BP NN combined model in forecast for CPI[J]. Journal of Shandong Agricultural University (Nature Science Edition), 2018, 49(6): 1079-1083.
|
[7] |
YU L, WANG S, LAI K K. Forecasting crude oil price with an EMD-based neural network ensemble learning paradigm[J]. Energy Economics, 2008, 30(5): 2623-2635.
|
[8] |
谢赤, 郑林林, 孙柏, 等. 基于EMD和Elman网络的人民币汇率时间序列预测[J]. 湖南大学学报(自然科学版), 2009, 36(6): 89-92.XIE Chi, ZHENG Linlin, SUN Bo, et al. Research on the forecasting of RMB exchange rate time series based on EMD and Elman network[J]. Journal of Hunan University (Nature Sciences), 2009, 36(6): 89-92.
|
[9] |
王贺, 胡志坚, 陈珍, 等. 基于集合经验模态分解和小波神经网络的短期风功率组合预测[J]. 电工技术学报, 2013, 28(9): 137-144.WANG He, HU Zhijian, CHEN Zhen, et al. A hybrid model for wind power forecasting based on ensemble empirical mode decomposition and wavelet neural networks[J]. Transactions of China Electrotechnical Society, 2013, 28(9): 137-144.
|
[10] |
ZHOU Q, JIANG H, WANG J, et al. A hybrid model for PM2.5 forecasting based on ensemble empirical mode decomposition and a general regression neural network[J]. Science of the Total Environment, 2014, 496: 264-274.
|
[11] |
蒋传进, 宋福根. 基于NARX神经网络与ARMA的汇率混合预测模型[J]. 统计与决策, 2010(15): 33-35.
|
[12] |
薛永刚. 基于小波分解的汇率预测模型实证研究[J]. 统计与决策, 2010(20): 125-126.
|
[13] |
陈东东, 沐年国. 基于HP滤波分解的ARMA+BPNN的人民币汇率短期预测[J]. 经济研究导刊, 2018(21): 74-77.CHEN Dongdong, MU Nianguo. Short-term prediction of RMB exchange rate based on HPA decomposition and ARMA+BPNN[J]. Economic Research Guide, 2018(21): 74-77.
|
[14] |
TSENG F M, YU H C, TZENG G H. Combining neural network model with seasonal time series ARIMA model[J]. Technological Forecasting and Social Change, 2002, 69(1): 71-87.
|
[15] |
YU L, WANG S, LAI K K. A novel nonlinear ensemble forecasting model incorporating GLAR and ANN for foreign exchange rates[J]. Computers & Operations Research, 2005, 32(10): 2523-2541.
|
[16] |
熊志斌. ARIMA融合神经网络的人民币汇率预测模型研究[J]. 数量经济技术经济研究, 2011, (6): 64-76.XIONG Zhibin. Research on RMB exchange rate forecasting model based on combining ARIMA with neural networks[J]. The Journal of Quantitative & Technical Economics, 2011, (6): 64-76.
|
[17] |
杨进, 陈亮. 基于小波神经网络与ARIMA组合模型在股票预测中的应用[J]. 经济数学, 2018, 35(2): 62-67.YANG Jin, CHEN Liang. The application in stock prediction of combination forecast model of wavelet neural network and ARIMA[J]. Journal of Quantitative Economics, 2018, 35(2): 62-67.
|
[18] |
ELMAN J L . Finding structure in time[J]. Cognitive Science, 1990, 14(2):179-211.
|
[19] |
张一, 惠晓峰. 基于奇异谱分析的汇率预测研究[J]. 统计与决策, 2012(6): 29-31.)
|