Optimalmulti-scale time series decomposition for financial forecasting usingwavelet thresholding techniques

Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)

Volumn 1711, Issue , 1999, Pages 533-543

  Shin, Taeksoo ^a   Han, Ingoo ^a  

^a Korea Advanced Institute of Science and Technology (KAIST)   (South Korea)

Author keywords

Discrete wavelet transform; Neural networks; Nonlinear dynamic analysis; Wavelet packet transform; Wavelet thresholding techniques

Indexed keywords

COMMERCE; DATA MINING; DISCRETE WAVELET TRANSFORMS; DYNAMICS; ELECTRONIC TRADING; FINANCE; FINANCIAL MARKETS; MATHEMATICAL TRANSFORMATIONS; NEURAL NETWORKS; PACKET NETWORKS; ROUGH SET THEORY; SIGNAL PROCESSING; SOFT COMPUTING; WAVELET ANALYSIS; WAVELET TRANSFORMS;

CROSS-VALIDATION TECHNIQUE; FINANCIAL FORECASTING; MULTI-SCALE DECOMPOSITION; THRESHOLDING TECHNIQUES; TIME SERIES DECOMPOSITION; WAVELET PACKET TRANSFORMS; WAVELET THRESHOLDING; WAVELET TRANSFORMATIONS;

WAVELET DECOMPOSITION;

EID: 65649135937     PISSN: 03029743     EISSN: 16113349     Source Type: Book Series    
DOI: 10.1007/978-3-540-48061-7_66     Document Type: Conference Paper

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