Mohammad Edi Wibowo

A Novel Approach to the Moving Average Distance and Isolation Forest Method for Forecasting Financial Time Series Data

Agus Sihabuddin, Nur Rokhman, Mohammad Edi Wibowo & Abdul Karim · Current Journal of Applied Science and Technology · 2024

Aims: The main aim of this research is to propose a new approach to financial time series data feature extraction using Moving Average Distance combined with Isolation Forest. Study Design:  Building a feature extraction using Moving Average Distance and Isolation Forest for time...