Improving Deep Learning for Forecasting Accuracy in Financial Data

Table 2

Statistical recognition of the decomposition sequences.

	Average period (weeks)	Mean	Standard deviation	Variance	Pearson correlation coefficient
Real data	—	5412	600.1820	360220	1
IMF1	0.9279	−0.0390	30.2396	914.4325	0.0598
IMF2	2.7839	1.0316	41.5703	1728.1	0.0806
IMF3	7.3394	3.2523	64.4050	4148	0.0496
IMF4	18.6308	2.0298	79.5222	6323.8	0.1010
IMF5	48.44	−25.8465	85.7134	7346.8	0.5485
Residual term	—	5431.6	552.7848	305570	0.9710