期刊名称：TELKOMNIKA (Telecommunication Computing Electronics and Control)
印刷版ISSN：2302-9293
出版年度：2016
卷号：14
期号：3A
页码：369-374
DOI：10.12928/telkomnika.v14i3A.4410
语种：English
出版社：Universitas Ahmad Dahlan
摘要：A feasibility study of using of Dynamic Bayesian Networks in combination with ARMA modeling in exchange rate prediction is presented. A new algorithm (ARMA-DBN) is constructed and applied to the exchange rate forecast of RMB. Results show that the improved dynamic Bayesian forecast algorithm has better performance than the standard ARMA model.
其他摘要：A feasibility study of using of Dynamic Bayesian Networks in combination with ARMA modeling in exchange rate prediction is presented. A new algorithm (ARMA-DBN) is constructed and applied to the exchange rate forecast of RMB. Results show that the improved dynamic Bayesian forecast algorithm has better performance than the standard ARMA model.
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