Browsing by Subject "Financial time series"

Now showing items 1-1 of 1

    • 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 ...