Abstract: The foreign exchange rate has the characteristics of non-linear, non-stationary, continuous change, etc. The traditional forecasting method of point value will lose its fluctuation information. In addition, the single data decomposition method has its inherent defects, there is the problem of incomplete decomposition, and the choice of decomposition method is uncertain. At the same time, massive unstructured data on the Internet provide a large amount of effective information for exchange rate prediction, but there is still a lack of systematic research on how to use unstructured data for exchange rate interval prediction.

Key words: interval combination prediction; exchange rate; unstructured data; mixed secondary decomposition; LSTM