On the use of wavelets packet decomposition for time series prediction

K. Ravikumar, S. Tamilselvan
2014 Applied Mathematical Sciences  
In this paper, we propose Wavelet packet transform based prediction of trends in nonlinear financial time series data. Bombay stock Exchange (INDIA) was selected as a tool to show the Wavelet packet transform based prediction of trends in financial time series. The experimental results demonstrate that the proposed method substantially outperform existing approaches.
doi:10.12988/ams.2014.43172 fatcat:gep6vh3wuzgmxncwsjjisqddku