Wavelet Enhanced Analytical and Evolutionary Approaches to Time Series Forecasting

Authors:
Bartosz Kozlowski
Affiliations:
Institute of Control and Computation Engineering, Warsaw University of Technology, Nowowiejska Str. 15/19, 00-665 Warsaw, Poland
Venue:
ICANNGA '07 Proceedings of the 8th international conference on Adaptive and Natural Computing Algorithms, Part I
Year:
2007

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Abstract

This paper provides two methodologies for forecasting time series. One of them is based on the Wavelet Analysis and the other one on the Genetic Programming. Two examples from finance domain are used to illustrate how given methodologies perform in real-life applications. Additionally application to specific classes of time series, seasonal, is discussed.