Improving model performance with the integrated wavelet denoising method
Yi-Ting Chen, Edward W. Sun* and Min-Teh Yu
| Year of publication: |
2015
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|---|---|
| Authors: | Chen, Yi-Ting ; Sun, Edward W. ; Yu, Min-Teh |
| Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 1385261-9. - Vol. 19.2015, 4, p. 445-467
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| Subject: | data denoising | DWT | high-frequency data | MODWT | wavelet | Zustandsraummodell | State space model | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Prognoseverfahren | Forecasting model |