Abstract
This paper provides two methodologies for forecasting time series. One of them is based on the Wavelet Analysis and the other one on the Genetic Programming. Two examples from finance domain are used to illustrate how given methodologies perform in real-life applications. Additionally application to specific classes of time series, seasonal, is discussed.
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Kozlowski, B. (2007). Wavelet Enhanced Analytical and Evolutionary Approaches to Time Series Forecasting. In: Beliczynski, B., Dzielinski, A., Iwanowski, M., Ribeiro, B. (eds) Adaptive and Natural Computing Algorithms. ICANNGA 2007. Lecture Notes in Computer Science, vol 4431. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-71618-1_6
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DOI: https://doi.org/10.1007/978-3-540-71618-1_6
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-71589-4
Online ISBN: 978-3-540-71618-1
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