The Analysis of Statistical Detection to Singular Signal of Shanghai Composite Index Using Wavelets
Ding Shou-yin · Jingji wenti · 2001
The second order B—Spline wavelets function is used to process Shanghai composite index by means of wavelets translation. When j=6,C=1 are chose, 10 singular points are detected under the division of ζ=2j/2+1/8.In the end of this paper, social and economic backgrounds of two typical singular points are analysed.