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STATISTICAL AND WAVELET BASED PREDICTION ON TIME SERIES
M. Thiyagarajan (India), RM. Somasundaram (India) and K. Ravikumar (India)
Received June 26, 2006
References:
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[1] Alan Bryman and Emma Bell, Business Research Methods, Oxford University Press, 2003.
[2] T. N. Anderson, The Statistical Analysis of Time Series, John Wiley and Sons, 1971.
[3] Charles K. Chui, An Introduction to Wavelets, Academic Press Inc., 1992.
[4] http://www.bseindia.com.
[5] Khalid Daoudi, Austin B. Frakt and Alan S. Willsky, Multiscale Autoregressive Models on Wavelets, IEEE Transactions on Information Theory 45(3) (1999), 828-845.
[6] Shahriar Yousefi, Ilona Weinreich and Dominik Reinarz, Wavelet-based prediction of oil prices, Chaos, Solitons Fractals 25 (2005), 265-275.
[7] RM. Somasundaram and K. Ravikumar, Wavelet Analysis on Corporate Finance, AUJET (The Annamalai University Journal of Engineering and Technology), November 2005, pp. 200-202. |
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| Keywords and phrases:
kurtosis, time series, wavelet, discrete wavelet transforms (DWT). |
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