September 10, 2025MathematicsOpen Access

A Hybrid LMD–ARIMA–Machine Learning Framework for Enhanced Forecasting of Financial Time Series: Evidence from the NASDAQ Composite Index

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The hybrid LMD–ARIMA–SD–XGBoost model outperforms traditional methods in forecasting accuracy.
Performance metrics like RMSE and MAE demonstrate significant improvements in prediction capabilities.
This analysis employs advanced machine learning techniques, showcasing their utility in financial forecasting.
Results suggest the model's adaptability for nonlinear, high-dimensional time series applications.

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This approach combines LMD and ARIMA to improve prediction in financial time series, indicating robust forecasting.

Nasir et al. (2025) studied this question.

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