Time series forecasting based on wavelet decomposition and correlation feature subset selection

Due to the possibility of extracting the features of data through wavelet transformation, its use in time series forecasting model has become popular. The appropriate wavelet function selection and the level of decomposition are very necessary for a successful use of the wavelet coupled with the art...

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Bibliographic Details
Main Authors: Ahmed, Ehab Ali, Syafiq Fauzi, Kamarulzaman, Gisen, J. I. A., Zuriani, Mustaffa
Format: Article
Language:English
Published: American Scientific Publisher 2018
Subjects:
Online Access:http://umpir.ump.edu.my/id/eprint/20684/
http://umpir.ump.edu.my/id/eprint/20684/
http://umpir.ump.edu.my/id/eprint/20684/
http://umpir.ump.edu.my/id/eprint/20684/1/40.%20Time%20Series%20Forecasting%20Based%20on%20Wavelet%20Decomposition%20and%20Correlation%20Feature%20Subset%20Selection1.pdf