APPLICATION OF EMPIRICAL MODE DECOMPOSITION WITH WAVELETS SUPPORT VECTOR MACHINE IN TIME SERIES DATA

Abstract

This paper mainly discussed on the forecast of Thailand tourist visiting Malaysia. This paper proposed a three-stage technique in which the empirical mode decomposition (EMD) is combined with wavelet methods and support vector machine model. We used the proposed technique, EMD_WSVM to forecast two ASEAN country tourism time series. Detail experiments are conducted for the proposed method, in which there is a comparison between the EMD_WSVM, WSVM and SVM methods. The proposed EMD_WSVM model is determined to be dominant to the other methods in predicting the number of tourist arrivals.