메뉴 건너뛰기




Volumn , Issue , 2006, Pages 1305-1309

Testing the suitability of wavelet preprocessing for TSK fuzzy models

Author keywords

[No Author keywords available]

Indexed keywords

ECONOMIC TIME SERIES; EQUIVALENT ANALYSIS; WAVELET PREPROCESSING; WAVELET-BASED PREPROCESSING;

EID: 34250698850     PISSN: 10987584     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/FUZZY.2006.1681878     Document Type: Conference Paper
Times cited : (11)

References (26)
  • 2
    • 0037383909 scopus 로고    scopus 로고
    • Real-time foreign exchange trading models and market behavior
    • April
    • R. Gençay, M. Dacorogna, R. Olsen, and O. Pictet, "Real-time foreign exchange trading models and market behavior," J. Econ. Dyn. Control, vol. 27, no. 6, pp. 909-935, April 2003.
    • (2003) J. Econ. Dyn. Control , vol.27 , Issue.6 , pp. 909-935
    • Gençay, R.1    Dacorogna, M.2    Olsen, R.3    Pictet, O.4
  • 3
    • 0033685056 scopus 로고    scopus 로고
    • Nonstationarity and data preprocessing for neural network predictions of an economic time series
    • Como, Italy, July
    • F. Virili, and B. Freisleben, "Nonstationarity and data preprocessing for neural network predictions of an economic time series," Proc. IEEE Conf. On Neural Networks, Como, Italy, July 2000, vol. 5, pp 129-134.
    • (2000) Proc. IEEE Conf. On Neural Networks , vol.5 , pp. 129-134
    • Virili, F.1    Freisleben, B.2
  • 4
    • 0000902316 scopus 로고    scopus 로고
    • Time series forecasting using neural networks: Should the data be deseasonalized first?
    • September
    • M. Nelson, T. Hill, T. Remus, and M. O'Connor, "Time series forecasting using neural networks: Should the data be deseasonalized first?," J. Forecasting, vol. 18, no. 5, pp. 359-367, September 1999.
    • (1999) J. Forecasting , vol.18 , Issue.5 , pp. 359-367
    • Nelson, M.1    Hill, T.2    Remus, T.3    O'Connor, M.4
  • 5
    • 4344591889 scopus 로고    scopus 로고
    • Neural network forecasting for seasonal and trend time series
    • January
    • P.G. Zhang, and M. Qi, "Neural network forecasting for seasonal and trend time series," Eur. J. Op. Res., vol. 160, no. 2, pp. 501-514, January 2005.
    • (2005) Eur. J. Op. Res , vol.160 , Issue.2 , pp. 501-514
    • Zhang, P.G.1    Qi, M.2
  • 7
    • 0030130051 scopus 로고    scopus 로고
    • Where do wavelets come from? - A personal point of view
    • April
    • I. Daubechies, "Where do wavelets come from? - A personal point of view," Proc. IEEE Special Issue on Wavelets, vol. 84, no. 4, pp. 510-513, April 1996.
    • (1996) Proc. IEEE Special Issue on Wavelets , vol.84 , Issue.4 , pp. 510-513
    • Daubechies, I.1
  • 10
    • 0346246600 scopus 로고    scopus 로고
    • Application of wavelets to filtering noisy data
    • September
    • U-L. Pen, "Application of wavelets to filtering noisy data," Phil. Trans. R. Soc. Lond., vol. 357, pp. 2561-2571, September 1999.
    • (1999) Phil. Trans. R. Soc. Lond , vol.357 , pp. 2561-2571
    • Pen, U.-L.1
  • 11
    • 0346246598 scopus 로고    scopus 로고
    • The contribution of wavelets to the analysis of economic and financial data
    • September
    • J. B. Ramsey, "The contribution of wavelets to the analysis of economic and financial data," Phil. Trans. R. Soc. Lond., vol. 357, pp. 2593-2606, September 1999.
    • (1999) Phil. Trans. R. Soc. Lond , vol.357 , pp. 2593-2606
    • Ramsey, J.B.1
  • 12
    • 0031513628 scopus 로고    scopus 로고
    • Combining neural network forecasts on wavelet-transformed time series
    • March
    • A. Aussem, and F. Murtagh, "Combining neural network forecasts on wavelet-transformed time series," Connection Science, vol. 9, pp. 113-122, March 1997.
    • (1997) Connection Science , vol.9 , pp. 113-122
    • Aussem, A.1    Murtagh, F.2
  • 13
    • 0035390996 scopus 로고    scopus 로고
    • Multiresolution Forecasting for Futures Trading Using Wavelet Decompositions
    • July
    • B. Zhang, R. Coggins, M. A. Jabri, D. Dersch, and B. Flower, "Multiresolution Forecasting for Futures Trading Using Wavelet Decompositions," IEEE Trans. Neural Networks, vol. 12, no. 4, July 2001.
    • (2001) IEEE Trans. Neural Networks , vol.12 , Issue.4
    • Zhang, B.1    Coggins, R.2    Jabri, M.A.3    Dersch, D.4    Flower, B.5
  • 14
    • 0036825521 scopus 로고    scopus 로고
    • On the use of the wavelet decomposition for time series prediction
    • October
    • S. Soltani, "On the use of the wavelet decomposition for time series prediction," Neurocomp., vol. 48, nos. 1-4, pp. 267-277 October 2002.
    • (2002) Neurocomp , vol.48 , Issue.1-4 , pp. 267-277
    • Soltani, S.1
  • 16
    • 27144450131 scopus 로고    scopus 로고
    • Evolutionary MultiResolution Filtering to Forecast Nonlinear Time Series
    • E. Gómez-Ramírez, and A. Ayala-Hernández, "Evolutionary MultiResolution Filtering to Forecast Nonlinear Time Series," J. Intell. Syst., vol. 14, no. 2/3, 2005.
    • (2005) J. Intell. Syst , vol.14 , Issue.2-3
    • Gómez-Ramírez, E.1    Ayala-Hernández, A.2
  • 17
    • 0037861147 scopus 로고    scopus 로고
    • The Research of Fuzzy Modelling Using Multiresolution Analysis
    • B. Zhang, L. Wang, J. Wang, "The Research of Fuzzy Modelling Using Multiresolution Analysis," Proc. IEEE Conf. on Fuzzy Systems, pp. 378-383, 2003.
    • (2003) Proc. IEEE Conf. on Fuzzy Systems , pp. 378-383
    • Zhang, B.1    Wang, L.2    Wang, J.3
  • 18
    • 34250721838 scopus 로고    scopus 로고
    • A Fuzzy-Wavelet Method for Analyzing Non-Stationary Time Series
    • Nottingham, UK, December
    • A. Popoola, S. Ahmad, and K. Ahmad, "A Fuzzy-Wavelet Method for Analyzing Non-Stationary Time Series," Proc. Conf. Advances in Soft Computing, Nottingham, UK, December 2004, pp. 231-236.
    • (2004) Proc. Conf. Advances in Soft Computing , pp. 231-236
    • Popoola, A.1    Ahmad, S.2    Ahmad, K.3
  • 22
    • 0036563021 scopus 로고    scopus 로고
    • Testing for homogeneity of variance in time series: Long memory, wavelets, and the Nile River
    • B. Whitcher, S.D. Byers, P. Guttorp, and D. B. Percival, "Testing for homogeneity of variance in time series: Long memory, wavelets, and the Nile River," Water Resour. Res., vol. 38, no. 5, 2002.
    • (2002) Water Resour. Res , vol.38 , Issue.5
    • Whitcher, B.1    Byers, S.D.2    Guttorp, P.3    Percival, D.B.4
  • 23
    • 84974743850 scopus 로고
    • Fuzzy Model Identification Based on Cluster Estimation
    • S. Chiu, "Fuzzy Model Identification Based on Cluster Estimation," J. Intell. Fuzzy Systems, vol. 2, no. 3, pp. 267-278, 1994.
    • (1994) J. Intell. Fuzzy Systems , vol.2 , Issue.3 , pp. 267-278
    • Chiu, S.1
  • 25
    • 0034348267 scopus 로고    scopus 로고
    • Multiscale detection and location of multiple variance changes in the presence of long memory
    • B. Whitcher, P. Guttorp, and D. B. Percival, "Multiscale detection and location of multiple variance changes in the presence of long memory," J. Statist. Comp. Simulation, vol. 68, no. 1, pp. 65-88, 2000.
    • (2000) J. Statist. Comp. Simulation , vol.68 , Issue.1 , pp. 65-88
    • Whitcher, B.1    Guttorp, P.2    Percival, D.B.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.