Combining wavelet-based feature extractions with SVMs for financial time series forecasting

DOI10.1080/09720510.2008.10701297zbMath1185.91188OpenAlexW2043345042MaRDI QIDQ5506032

Shian-Chang Huang

Publication date: 28 January 2009

Published in: Journal of Statistics and Management Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/09720510.2008.10701297

zbMATH Keywords

feature extractionwavelet analysistime series forecastingsupport vector machinehybrid forecasting

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70) Inference from stochastic processes and spectral analysis (62M15)

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