Forecasting Stock Indexes with Metabolic DWT and MWA-GM(1,1).
Ziyang JiangSiyuan LuJun LinZhongfeng WangPublished in: WCSP (2022)
Keyphrases
- grey model
- forecasting model
- grey theory
- discrete wavelet transform
- short term
- stock market
- multiresolution
- forecasting accuracy
- image watermarking
- grey prediction
- financial time series
- stock price
- stock trading
- wavelet transform
- database
- long term
- low frequency
- jpeg compression
- mathematical modeling
- subband
- wavelet coefficients
- data structure
- b tree
- weather forecasting
- bp neural network
- medium term
- index structure
- frequency domain
- exchange rate
- support vector regression
- indexing techniques
- wavelet domain
- prediction model
- stock data
- foreign exchange
- exponential smoothing
- discrete wavelet transformation
- trading systems
- early warning
- low pass
- materialized views
- palmprint
- high frequency
- image quality
- artificial neural networks
- multiscale
- image processing
- databases