Using wavelet transform and support vector regression for forecasting stock index

碩士 === 輔仁大學 === 應用統計學研究所 === 94 === Wavelet transform(WT) is a commonly adopted methodology in decomposing time series data. It has become more and more powerful due to its capability in unveiling the hidden characteristics buried in time series datasets. Due to the advantages of the generalization...

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Bibliographic Details
Main Authors: Liu Po-Chun, 劉柏君
Other Authors: Lee Tian-Shyung
Format: Others
Language:zh-TW
Published: 2006
Online Access:http://ndltd.ncl.edu.tw/handle/00353093645696615293