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On neuro-wavelet modeling [An article from: Decision Support Systems]
Book Details
Author(s)F. Murtagh, J.L. Starck, O. Renaud
PublisherElsevier
ISBN / ASINB000RQYF80
ISBN-13978B000RQYF88
AvailabilityAvailable for download now
Sales Rank13,113,121
MarketplaceUnited States 🇺🇸
Description
This digital document is a journal article from Decision Support Systems, published by Elsevier in 2004. The article is delivered in HTML format and is available in your Amazon.com Media Library immediately after purchase. You can view it with any web browser.
Description:
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.
Description:
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.
