Application of the Wavelet Transformatio in Financial Data Processing
Chaofeng Wang · Shuxue de shijian yu renshi · 2008
The wavelets are used in financial data forecast,which is a method of non-steady time series forecast.After the financial data are decomposed by wavelet transformation,it is smoothed and then reconstructed.The reconstructed data are approximate steady time series.The approximate signals of original financial data are obtained.And then the reconstructed data are processed with the traditional methods of time series model.The method in this paper is better than the traditional methods,and the obtained result in this paper is close to the actual value.