The Wavelet Digest Homepage
Return to the homepage
Search the complete Wavelet Digest database
Help about the Wavelet Digest mailing list
About the Wavelet Digest
The Digest The Community
 Latest Issue  Back Issues  Events  Gallery
The Wavelet Digest
   -> Volume 4, Issue 12


Question: Wavelets in financial time series prediction
 
images/spacer.gifimages/spacer.gif Reply into Digest
Previous :: Next  
Author Message
(100450.110@compuserve.com)
Guest





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

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?.
All times are GMT + 1 Hour
Page 1 of 1

 
Jump to: 
 


disclaimer - webmaster@wavelet.org
Powered by phpBB

This page was created in 0.025326 seconds : 18 queries executed : GZIP compression disabled