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A dynamic hybrid model based on wavelets and fuzzy regression for time series estimation
Financial time series Wavelet decomposition Fuzzy regression SP500 index
2011/3/25
In the present paper, a fuzzy logic based method is combined with wavelet decomposition to develop a step-by-step dynamic hybrid model for the estimation of financial time series. Empirical tests on ...
On the usefulness of Meyer wavelets for deconvolution and density estimation
Density estimation Deconvolution Inverse problem Wavelet thresholding Random thresholds Oracle inequalities
2010/3/18
The aim of this paper is to show the usefulness of Meyer wavelets for the classical problem of
density estimation and for density deconvolution fromnoisy observations. By using suchwavelets, the comp...