On neuro-wavelet modeling
نویسندگان
چکیده
We survey a number of applications of the wavelet transform in time series prediction. The Haar à trous wavelet transform is proposed as a means of handling time series data when future data is unknown. Results are exemplified on financial futures and S&P500 data. Nonlinear and linear multiresolution autoregression models are studied. Experimentally, we show that multiresolution approaches can outperform the traditional single resolution approach to modeling and prediction.
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ورودعنوان ژورنال:
- Decision Support Systems
دوره 37 شماره
صفحات -
تاریخ انتشار 2004