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: | Rumaih M. Alrumaih, Mohammad A. Al-Fawzan |
---|---|
Format: | Article |
Language: | English |
Published: |
Elsevier
2002-01-01
|
Series: | Journal of King Saud University: Engineering Sciences |
Online Access: | http://www.sciencedirect.com/science/article/pii/S1018363918307554 |
Similar Items
-
Wavelet Transform in Financial Time Series Analysis: Denoising and Forecast
by: Savka, Andriy
Published: (2018) -
Forecasting Taiwan Stock Index Futures-An Application of Fuzzy Time Series
by: Sheng-Yi Lin, et al.
Published: (2000) -
Application of Set Pair Analysis-Based Similarity Forecast Model and Wavelet Denoising for Runoff Forecasting
by: Chien-Ming Chou
Published: (2014-04-01) -
Forecasting Stock Market Indices Using Padding-Based Fourier Transform Denoising and Time Series Deep Learning Models
by: Donghwan Song, et al.
Published: (2021-01-01) -
Individual time series and composite forecasting of the Chinese stock index
by: Xiaojie Xu, et al.
Published: (2021-09-01)