Decomposition combining averaging seasonal-trend with singular spectrum analysis and a marine predator algorithm embedding Adam for time series forecasting with strong volatility
Maohuan Wang, Yu Meng, Lei Sun, Tao Zhang
Topics & Concepts
Singular spectrum analysisSeries (stratigraphy)Volatility (finance)Time seriesAlgorithmEmbeddingPredatorSpectral analysisMathematicsComputer scienceEconometricsSingular value decompositionStatisticsArtificial intelligenceEcologyBiologyPhysicsPaleontologyPredationSpectroscopyQuantum mechanicsStatistical and numerical algorithmsGrey System Theory ApplicationsDiverse Interdisciplinary Research Innovations