Article (Published version) (345 Kb) - 
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Scientific Article
unige:17373 
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On neuro-wavelet modeling |
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| Published in | Decision Support Systems. 2004, vol. 37, no. 4, p. 475-484 | |
| Abstract | We survey a number of applications of the wavelet transform in time series prediction. The Haar à trous wavelet transform is proposed as a means of handling time series data when future data is unknown. Results are exemplified on financial futures and S&P500 data. Nonlinear and linear multiresolution autoregressionmodels are studied. Experimentally, we show that multiresolution approaches can outperform the traditional single resolution approach to modeling and prediction. | |
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Article (Published version) (345 Kb) - Limited access to UNIGE Other version: http://linkinghub.elsevier.com/retrieve/pii/S0167923603000927 |
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| Structures | ||
| Research group | Méthodologie et analyse des données (MAD) | |
| Citation (ISO format) | MURTAGH, F., STARCK, J.-L., RENAUD, Olivier. On neuro-wavelet modeling. In: Decision Support Systems, 2004, vol. 37, n° 4, p. 475-484. https://archive-ouverte.unige.ch/unige:17373 |
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