Wavelet Based Denoising Method and its Application in Financial Time Series
Yang Yang · Journal of Ningbo University · 2010
Based on wavelet decomposition and its application in signal denoising,and combined with time series model for prediction,this paper presents a prediction model aiming at attenuating the noise level.By comparing the proposed prediction model with the original prediction model,the results indicate that the proposed prediction model fed with denoised data gives smaller relative errors and consequently higher precision.