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Time Series Forecasting Using Wavelet Denoising an Application to Saudi Stock Index

  • Published:2002 Issue:2 Volume:14 Page:221-233
  • ISSN:1018-3639
  • Container-title:Journal of King Saud University - Engineering Sciences
  • language:en
  • Short-container-title:Journal of King Saud University - Engineering Sciences

Author:

Alrumaih Rumaih M.,Al-Fawzan Mohammad A.

Publisher

Elsevier BV

Subject

General Engineering

Reference15 articles.

1. Rioul, O. and Vetterli, M. “Wavelets and Signal Processing”. IEEE SP Magazine, (Oct. 1991), 14-38.

2. Wavelets and Wavelet Estimation: A Review;Lee;Journal of Economics Theory and Econometrics,1998

3. On Wavelet Scalograms and Their Applications in Economic Time Series;Arino,1995

4. Ten Lectures on Wavelets;Daubechies,1992

5. Introduction to Wavelet and Wavelet Transforms, a Primer;Burrus,1998

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