Optimal Multi-Scale Time Series Decomposition for Financial Forecasting using Wavelet Thresholding Techniques

Taeksoo Shin, Ingoo Han. Optimal Multi-Scale Time Series Decomposition for Financial Forecasting using Wavelet Thresholding Techniques. In Ning Zhong, Andrzej Skowron, Setsuo Ohsuga, editors, New Directions in Rough Sets, Data Mining, and Granular-Soft Computing, 7th International Workshop, RSFDGrC 99, Yamaguchi, Japan, November 9-11, 1999, Proceedings. Volume 1711 of Lecture Notes in Computer Science, pages 533-542, Springer, 1999.

Abstract

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