A novel approach of hidden markov model for time series forecasting

• Main Authors: Zahari, A., Jaafar, J.
• Format: Conference or Workshop Item
• Published: Association for Computing Machinery, Inc 2015
• Online Access: https://www.scopus.com/inward/record.uri?eid=2-s2.0-84926140234&doi=10.1145%2f2701126.2701179&partnerID=40&md5=1c77c6614801c6dc47bb6b0b81384033; http://eprints.utp.edu.my/26300/
• Institution: Universiti Teknologi Petronas

In the past few years, tremendous studies have been made to examine the accuracy of time series forecasting that provide the foundation for decision models in foreign exchange data. This study proposes a novel approach of Hidden Markov Model and Case Based reasoning for time series forecasting. This...