Forecasting Time Series Using Wavelets.
Mina AminghafariJean-Michel PoggiPublished in: Int. J. Wavelets Multiresolution Inf. Process. (2007)
Keyphrases
- weather forecasting
- forecasting accuracy
- financial time series
- arma model
- box jenkins
- exponential smoothing
- multiresolution
- chaotic time series
- exchange rate
- wavelet transform
- mackey glass
- short term
- hybrid model
- stock price
- dynamic time warping
- stock market
- signal processing
- forecasting model
- moving average
- demand forecasting
- image processing
- neural network model
- garch model
- early warning
- multivariate time series
- bp neural network
- short term prediction
- grey model
- phase space reconstruction
- multi resolution analysis
- multiresolution analysis
- support vector regression
- non stationary
- haar wavelet
- arima model
- wavelet bases
- financial data
- chronic hepatitis
- image compression
- artificial neural networks