Multiscale rough set data analysis with application to stock performance modeling
Ashwani Kumar, Dindayal Agrawal, S.D. Joshi · Intelligent Data Analysis · 2004
Multiscale Rough Set Data Analysis (MSRSDA) combines the feature selection and feature extraction ability of RSDA with the multiresolution property of the wavelet transform. RSDA removes the irrelevant (having no impact on prediction performance) and