An EPC Forecasting Method for Stock Index Based on Integrating Empirical Mode Decomposition, SVM and Cuckoo Search Algorithm

Xiangfei Li, Zaisheng Zhang, Chao Huang
2014 Journal of Systems Science and Information  
AbstractIn order to improve the forecasting accuracy, a hybrid error-correction approach by integrating support vector machine (SVM), empirical mode decomposition (EMD) and the improved cuckoo search algorithm (ICS) was introduced in this study. By using two indexes as examples, the empirical study shows our proposed approach by means of synchronously predict the prediction error which used to correct the preliminary predicted values has better prediction precision than other five competing
more » ... oaches, furthermore, the improved strategies for cuckoo search algorithm has better performance than other three evolutionary algorithms in parameters selection.
doi:10.1515/jssi-2014-0481 fatcat:bk5dytwrjrfvzpsfgv6fwss3o4