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On neuro-wavelet modeling
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AI
DOI：10.1016/S0167-9236(03)00092-7.png)
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摘要
En 中文
We survey a number of applications of the wavelet transform in time series prediction. The Haar a 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 autoregressionmodels are studied. Experimentally, we show that multiresolution approaches can outperform the traditional single resolution approach to modeling and prediction. (C) 2003 Elsevier B.V. All rights reserved.
Keyword:
A trous wavelet transform
Haar wavelet transform
time series forecasting
feature selection
期刊
IF:
6.8
论文数:
3.8K
被引数:
1.5W
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