Forecasting with information extracted from the residuals of ARIMA in financial time series using continuous wavelet transform

Heng Yew Lee, Woan Lin Beh, Kong Hoong Lem. Forecasting with information extracted from the residuals of ARIMA in financial time series using continuous wavelet transform. IJBIDM, 22(1/2):70-99, 2023. [doi]

@article{LeeBL23,
  title = {Forecasting with information extracted from the residuals of ARIMA in financial time series using continuous wavelet transform},
  author = {Heng Yew Lee and Woan Lin Beh and Kong Hoong Lem},
  year = {2023},
  doi = {10.1504/IJBIDM.2022.10045646},
  url = {https://doi.org/10.1504/IJBIDM.2022.10045646},
  researchr = {https://researchr.org/publication/LeeBL23},
  cites = {0},
  citedby = {0},
  journal = {IJBIDM},
  volume = {22},
  number = {1/2},
  pages = {70-99},
}