Forecasting crude oil prices using discrete wavelet transform with autoregressive integrated moving average and Least Square Support Vector Machine combination approach

• Main Authors: Md. Khair, N. Q. N., Samsudin, R., Shabri, A.
• Format: Article
• Published: Insight Society 2017
• Subjects: QA75 Electronic computers. Computer science
• Online Access: http://eprints.utm.my/id/eprint/81257/; http://dx.doi.org/10.18517/ijaseit.7.4-2.3407
• Institution: Universiti Teknologi Malaysia

In this paper, a hybrid time series forecasting approach is proposed consisting of wavelet transform as the data decomposition method with Autoregressive Integrated Moving Average (ARIMA) and Least Square Support Vector Machine (LSSVM) combination as the forecasting method to enhance the accuracy in...