On the Use of Wavelets Packet Decomposition for Time Series Prediction
نویسندگان
چکیده
In this paper, we propose Wavelet packet transform based prediction of trends in nonlinear financial time series data. Bombay stock Exchange (INDIA) was selected as a tool to show the Wavelet packet transform based prediction of trends in financial time series. The experimental results demonstrate that the proposed method substantially outperform existing approaches.
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تاریخ انتشار 2014