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

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Part of the Lecture Notes on Data Engineering and Communications Technologies book series (LNDECT,volume 13)


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.


  • Hilbert-Huang Transform
  • Short-term Exchange Rate
  • Czech Koruna
  • United States Dollars (USD)
  • Embedding Dimension

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  • DOI: 10.1007/978-3-319-69835-9_75
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The project is supported by Research Grant No. DSA/103.5/16/10473 awarded by PRODEP and the Autonomous University of Ciudad Juarez. Title - Detection of Cardiac Arrhythmia Patterns through Adaptive Analysis.

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Correspondence to Ricardo Rodríguez Jorge .

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Nghien, N.B., Rodríguez Jorge, R., Martínez García, E., Torres Córdoba, R., Mizera-Pietraszko, J., Montes Olguín, A. (2018). Predicting the Short-Term Exchange Rate Between United State Dollar and Czech Koruna Using Hilbert-Huang Transform and Fuzzy Logic. In: Xhafa, F., Caballé, S., Barolli, L. (eds) Advances on P2P, Parallel, Grid, Cloud and Internet Computing. 3PGCIC 2017. Lecture Notes on Data Engineering and Communications Technologies, vol 13. Springer, Cham.

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