PLS COMPUTATIONAL MODEL FOR PREDICTION IN TIME SERIES
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https://figshare.com/articles/dataset/PLS_COMPUTATIONAL_MODEL_FOR_PREDICTION_IN_TIME_SERIES/1050007/1
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资源简介：
Some data fluctuates rapidly in a short period of time. Classical and computational models are useful in predicting this<br>highly volatile data. In this study Partial Least Square Regression and computational neural network models are used to explore<br>stock market tendency. Thirteen variables are considered to predict the daily closing prices of BSE sensex data. To evaluate the<br>prediction ability of the models, standard error values are calculated. The results revealed that Nonparametric PLS regression<br>model is better in prediction.
提供机构：
figshare
创建时间：
2016-01-19
