6533b838fe1ef96bd12a3e25

RESEARCH PRODUCT

Predicting the Short-Term Exchange Rate Between United State Dollar and Czech Koruna Using Hilbert-Huang Transform and Fuzzy Logic

Jolanta Mizera-pietraszkoRafael Torres CórdobaEdgar A. Martinez GarciaRicardo Rodríguez JorgeN. B. NghienAngel Montes Olguín

subject

Adaptive filterExchange rateFuzzy ruleDimension (vector space)Financial economicsEconomicsInferenceEmbeddingAlgorithmFuzzy logicHilbert–Huang transform

description

In this paper, the combination of the Hilbert-Huang Transform, fuzzy logic and an embedding theorem is described to predict the short-term exchange rate from United States dollar to Czech Koruna. By Using the Hilbert-Huang Transform as an adaptive filter, the proposed method decreases the embedding dimension space from five (original samples) to four (de-noising samples). This dimension space provides the number of inputs to the fuzzy rule base system, which causes the number of rules, the time for training and the inference process to decrease. Experimental results indicated that this method achieves higher accuracy prediction than the direct use of original data.

yearjournalcountryeditionlanguage
2017-11-03
10.1007/978-3-319-69835-9_75https://link.springer.com/chapter/10.1007/978-3-319-69835-9_75