Ten lectures on wavelets
Numerical recipes in C (2nd ed.): the art of scientific computing
Numerical recipes in C (2nd ed.): the art of scientific computing
Wavelets: a tutorial in theory and applications
Wavelets: a tutorial in theory and applications
An introduction to wavelets
Adapted wavelet analysis from theory to software
Adapted wavelet analysis from theory to software
Mathematics and Computers in Simulation - Selected papers of the MSSANZ/IMACS 13th biennial conference on modelling and simulation, Hamilton, New Zealand, December 1999
Integrating GA-based time-scale feature extractions with SVMs for stock index forecasting
Expert Systems with Applications: An International Journal
Wavelet-based multi-resolution GARCH model for financial spillover effects
Mathematics and Computers in Simulation
Forecasting stock indices with wavelet domain kernel partial least square regressions
Applied Soft Computing
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We propose a form of semi-nonparametric regression based on waveletanalysis. Traditional time series methods usually involve either the timeor the frequency domain, but wavelets can combine the information fromboth of these. While wavelet transforms are typically restricted toequally spaced observations an integer power of 2 in number, we show howto go beyond these constraints. We use our methods to construct ’patios‘for 21 important international commodity price series. These graph themagnitude of the variations in the series at different time scales forvarious subperiods of the full sample.