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...
Main Authors: | , , , |
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Format: | Conference or Workshop Item |
Language: | English |
Published: |
Faculty of Computer System & Software Engineering
2017
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Subjects: | |
Online Access: | http://umpir.ump.edu.my/id/eprint/19951/ http://umpir.ump.edu.my/id/eprint/19951/1/Time%20Series%20Forecasting%20Based%20On%20Wavelet%20Decomposition.pdf |