BAO, YEJING; ZHANG, XUN; YU, LEAN; LAI, KIN KEUNG; … - In: New Mathematics and Natural Computation (NMNC) 07 (2011) 02, pp. 299-311
In this paper, a hybrid model integrating wavelet decomposition and least squares support machines (LSSVM) is proposed for crude oil price forecasting. In this model, the Haar à trous wavelet transform is first selected to decompose an original time series into several sub-series with different...