Current Development in Theory and Applications of Wavelets
Volume 1, Issue 1, Pages 25 - 29
(April 2007)
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STATISTICAL AND WAVELET BASED PREDICTION ON TIME SERIES
M. Thiyagarajan (India), RM. Somasundaram (India) and K. Ravikumar (India)
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Abstract:
We have investigated the trend on the share holding of Alembic chemicals for the financial year 2003-2004 [4] and found that it exhibits a statistical regularity in the reliability of the share. A similar account is supported by an analogous wavelet analysis. Using the wavelet based prediction of oil prices by Shahriar Yousefi et al. [6] we have a wavelet based predictions for Alembic chemicals share holdings. |
| Keywords and phrases: kurtosis, time series, wavelet, discrete wavelet transforms (DWT). |
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