lnu.sePublications
Change search
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf
Wavelet Based Forecasting Approach, with Application
Växjö University, Faculty of Humanities and Social Sciences, School of Management and Economics. (Economics and Statistics, CAFO)
Växjö University, Faculty of Humanities and Social Sciences, School of Management and Economics. (CAFO)
Växjö University, Faculty of Humanities and Social Sciences, School of Management and Economics. (CAFO)ORCID iD: 0000-0002-3416-5896
2009 (English)In: 2009 International Conference on Financial Theory and Engineering / [ed] Patrick Kellenberger, 2009Conference paper, Published paper (Refereed)
Abstract [en]

In this paper we outline a framework for forecasting using maximal overlap discrete wavelet transform (MODWT) based multiresoulution analysis (MRA). This framework has been applied for forecasting the tourism arrival series from Denmark to Norway. We compare forecasted values obtained from modeling the data in the time domain with the forecasted values from the wavelet domain using the traditional Box-Jenkins methodology. In both cases, diagnostic tests have been conducted to insure the specification of the model. The results have shown that the wavelet based forecasts outperforms the traditional Box-Jenkins approach in term of forecasts accuracy.

Place, publisher, year, edition, pages
2009.
Keywords [en]
Wavelet; MODWT; MRA; WaveForecasting.
National Category
Economics Probability Theory and Statistics
Research subject
Economy, Economics; Statistics/Econometrics
Identifiers
URN: urn:nbn:se:vxu:diva-6785OAI: oai:DiVA.org:vxu-6785DiVA, id: diva2:287511
Conference
ICFTE 2009 - The 2009 International Conference on Financial Theory and Engineering
Available from: 2010-01-18 Created: 2010-01-18 Last updated: 2016-12-14Bibliographically approved

Open Access in DiVA

No full text in DiVA

Authority records BETA

Almasri, AbdullahLocking, HåkanShukur, Ghazi

Search in DiVA

By author/editor
Almasri, AbdullahLocking, HåkanShukur, Ghazi
By organisation
School of Management and Economics
EconomicsProbability Theory and Statistics

Search outside of DiVA

GoogleGoogle Scholar

urn-nbn

Altmetric score

urn-nbn
Total: 218 hits
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf