Improving model performance with the integrated wavelet denoising method
DOI10.1515/snde-2014-0057zbMath1506.91186OpenAlexW2096393799MaRDI QIDQ2687882
Yi-Ting Chen, Min-Teh Yu, Edward W. Sun
Publication date: 7 March 2023
Published in: Studies in Nonlinear Dynamics and Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/snde-2014-0057
wavelethigh-frequency datadiscrete wavelet transform (DWT)data denoisingmaximal overlap discrete wavelet transform (MODWT)smoothness-oriented wavelet denoising algorithm (SOWDA)
Applications of statistics to actuarial sciences and financial mathematics (62P05) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Financial applications of other theories (91G80)
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Cites Work
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