De-noising classification method for financial time series based on ICEEMDAN and wavelet threshold, and its application.
Bing LiuHuanhuan ChengPublished in: EURASIP J. Adv. Signal Process. (2024)
Keyphrases
- classification method
- financial time series
- denoising
- soft threshold
- stock market
- financial time series forecasting
- image denoising
- non stationary
- wavelet domain
- turning points
- financial data
- text classification
- support vector machine svm
- wavelet packet
- exchange rate
- support vector machine
- classification algorithm
- stock price
- k nearest neighbor
- knn
- image processing
- wavelet analysis
- multiscale
- wavelet coefficients
- multivariate time series
- subband
- short term
- neural network
- long term
- computer vision