Time Series Forecasting Using Wavelet Denoising an Application to Saudi Stock Index

Journal of King Saud University - Engineering Sciences

Volumn 14, Issue 2, 2002, Pages 221-233

  Alrumaih, Rumaih M ^a   Al Fawzan, Mohammad A ^a  

^a KING ABDULAZIZ CITY FOR SCIENCE AND TECHNOLOGY   (Saudi Arabia)

Author keywords

denoising; forecasting; Wavelet transform

Indexed keywords

AUTOREGRESSIVE MOVING AVERAGE MODEL; DISCRETE WAVELET TRANSFORMS; FINANCE; FORECASTING; HARMONIC ANALYSIS; SIGNAL PROCESSING; WAVELET TRANSFORMS; WHITE NOISE;

AUTOREGRESSIVE MOVING AVERAGE; COMPUTATIONAL RESULTS; DE-NOISING; DE-NOISING TECHNIQUES; DETERMINISTIC FUNCTIONS; DIFFERENT RESOLUTIONS; EXPONENTIAL SMOOTHING; TIME SERIES FORECASTING;

TIME SERIES ANALYSIS;

EID: 79952145743     PISSN: 10183639     EISSN: None     Source Type: Journal    
DOI: 10.1016/S1018-3639(18)30755-4     Document Type: Article

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