Forecasting Crude Oil Price and Stock Price by Jump Stochastic Time Effective Neural Network Model
Figure 8
Detrended fluctuation analysis for the absolute returns of the actual data and the predictive data. (a) The plot of the absolute returns for the actual data from January 2003 to December 2009. (b) The plot of the absolute returns of the predictive data from January 2008 to December 2009.
