Wavelet as a Viable Alternative for Time Series Forecasting
Analysis of financial data is always challenging due to the non-linear and non-stationary characteristics of the time series which is further complicated by volatility clustering effect and sudden changes such as jump, steep slopes and valleys. Classical regression based analysis techniques often e...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Austrian Statistical Society
2020-02-01
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| Series: | Austrian Journal of Statistics |
| Online Access: | http://www.ajs.or.at/index.php/ajs/article/view/1030 |