Browsing by Author "Samsul Ariffin, Addul Karim"
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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 ...