Evolutionay wavelet networks for statistical time series analysis

  • Authors:
  • Tommaso Minerva

  • Affiliations:
  • Department of Social Sciences, University of Modena and Reggio Emilia, Reggio Emilia, Italy

  • Venue:
  • WAMUS'10 Proceedings of the 10th WSEAS international conference on Wavelet analysis and multirate systems
  • Year:
  • 2010

Quantified Score

Hi-index 0.00

Visualization

Abstract

In this paper I describe an evolutionary wavelet network to optimize the filtering of a statistical time series into separate contributions. The wavelet base is regarded as a neural network where the network nodes are discrete wavelet transforms, the wavelon, and the network structure and parameters are selected through evolutionary techniques. With this combined approach I can separate stochastic from structural components within an optimized framework and finally I can perform optimized predictive analysis on the time series components.