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   -> Volume 4, Issue 12

Question: Wavelets in financial time series prediction
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PostPosted: Fri Dec 06, 2002 9:37 am    
Subject: Question: Wavelets in financial time series prediction
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Question: Wavelets in financial time series prediction

I've been reading some books and articles about wavelets and now I'd
like to use it in finantial time series prediction and denoising. I
tried to use it for denoising a time serie but the problem is that
when I want to use it in real time WT doesn't work because at the end
of the serie, where the action is, the serie isn't denoised. I hear
about the use of wavelets packets and boundary wavelets, but I don't
know much about it. I'd like to know if it's posible denoising a
finantial time series in real time?, e.g. when a new value enter in
the economic system (a new point is added to the time serie), this
point is filtered and with this filter points I make a new denoised
serie. how can I perform that? Can anybody help me?.
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