Browsing by Author "Mohd Tahir, Ismail"

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    • Forecasting financial time series data base on wavelet transforms and ARIMA model 

      Sadam, Al Wadi; Mohd Tahir, Ismail; Samsul Ariffin, Addul Karim (Universiti Malaysia Perlis (UniMAP)Institut Matematik Kejuruteraan, 2010-06-02)
      This article suggests a novel technique for forecasting the financial time series data based on Wavelet transforms and ARIMA model. The financial data are decomposed via Haar Wavelet transforms. Then, the future ...

    • Polynomial wavelet regression with boundary correction 

      Alsaidi M., Altaher; Mohd Tahir, Ismail (Universiti Malaysia Perlis (UniMAP)Institut Matematik Kejuruteraan, 2010-06-02)
      Wavelet regression has been proven to be highly effective at reconstructing most kinds of regression curves. However, this estimator suffers from boundary problems caused by the application of the wavelet transformation ...