A dynamic meta-learning rate-based model for gold market forecasting

In this paper, an improved EMD meta-learning rate-based model for gold price forecasting is proposed. First, we adopt the EMD method to divide the time series data into different subsets. Second, a back-propagation neural network model (BPNN) is used to function as the prediction model in our system. We update the online learning rate of BPNN instantly as well as the weight matrix. Finally, a rating method is used to identify the most suitable BPNN model for further prediction. The experiment results show that our system has a good forecasting performance. © 2011 Elsevier Ltd. All rights reserved.