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eess.SP2024
A Combination Model Based on Sequential General Variational Mode Decomposition Method for Time Series Prediction
Wei Chen, Yuanyuan Yang, Jianyu Liu
Accurate prediction of financial time series is a key concern for market economy makers and investors. The article selects online store sales and Australian beer sales as represent…
eess.SP2024
A Combination Model for Time Series Prediction using LSTM via Extracting Dynamic Features Based on Spatial Smoothing and Sequential General Variational Mode Decomposition
Jianyu Liu, Wei Chen, Yong Zhang +3
In order to solve the problems such as difficult to extract effective features and low accuracy of sales volume prediction caused by complex relationships such as market sales volu…