| dc.contributor.author | Sadam, Al Wadi | |
| dc.contributor.author | Mohd Tahir, Ismail | |
| dc.contributor.author | Samsul Ariffin, Addul Karim | |
| dc.date.accessioned | 2010-11-28T03:44:21Z | |
| dc.date.available | 2010-11-28T03:44:21Z | |
| dc.date.issued | 2010-06-02 | |
| dc.identifier.citation | Vol.4(18), p.448-453 | en_US |
| dc.identifier.uri | http://dspace.unimap.edu.my/123456789/10338 | |
| dc.description | 1st Regional Conference on Applied and Engineering Mathematics (RCAEM-I) 2010 organized by Universiti Malaysia Perlis (UniMAP) and co-organized by Universiti Sains Malaysia (USM) & Universiti Kebangsaan Malaysia (UKM), 2nd - 3rd June 2010 at Eastern & Oriental Hotel, Penang. | en_US |
| dc.description.abstract | 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 observations of this series are
forecasts using a suitable and best fitted ARIMA
model. Daily prices from Amman Stocks Market
(Jordan) from 1992 until 2008 are used in this study. | en_US |
| dc.language.iso | en | en_US |
| dc.publisher | Universiti Malaysia Perlis (UniMAP) | en_US |
| dc.relation.ispartofseries | Proceedings of the 1st Regional Conference on Applied and Engineering Mathematics (RCAEM-I) 2010 | en_US |
| dc.subject | Wavelet transform | en_US |
| dc.subject | ARIMA model | en_US |
| dc.subject | Financial time series | en_US |
| dc.subject | Forecasting | en_US |
| dc.subject | Regional Conference on Applied and Engineering Mathematics (RCAEM) | en_US |
| dc.title | Forecasting financial time series data base on wavelet transforms and ARIMA model | en_US |
| dc.type | Working Paper | en_US |
| dc.publisher.department | Institut Matematik Kejuruteraan | en_US |
| dc.contributor.url | sadam_alwadi@yahoo.co.uk | en_US |
| dc.contributor.url | mtahir@cs.usm.my | en_US |
| dc.contributor.url | samsul_ariffin@petronas.com.my | en_US |
