Time Series Forecasting Using Wavelet Denoising an Application to Saudi Stock Index
In recent years, wavelet transform has become very popular in many application areas such as physics, engineering, biomedical, signal processing, mathematics, and statistics. In this paper, we present the role of wavelet transform in time series analysis. Saudi Stock Index (SSI) time series was used...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Elsevier
2002-01-01
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| Series: | Journal of King Saud University: Engineering Sciences |
| Online Access: | http://www.sciencedirect.com/science/article/pii/S1018363918307554 |