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A wavelet analysis based data processing for time series of data mining predicting

  • Weimin Tong*
  • , Yijun Li
  • , Qiang Ye
  • *Corresponding author for this work
  • School of Management, Harbin Institute of Technology

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

Abstract

This paper presents wavelet method for time series in business-field forecasting. An autoregressive moving average (ARMA) model is used, it can model the near-periodicity, nonstationarity and nonlinearity existed in business short-term time series. According to the wavelet denoising, wavelet decomposition and wavelet reconstruction, the hidden period and the nonstationarity existed in time series are extracted and separated by wavelet transformation. The characteristic of wavelet decomposition series is applied to BP networks and an autoregressive moving average (ARMA) model. It shows that the proposed method can provide more accurate results than the conventional techniques, like those only using BP networks or autoregressive moving average (ARMA) models.

Original languageEnglish
Title of host publicationAdvances in Knowledge Discovery and Data Mining - 10th Pacific-Asia Conference, PAKDD 2006, Proceedings
PublisherSpringer Verlag
Pages780-789
Number of pages10
ISBN (Print)3540332065, 9783540332060
DOIs
StatePublished - 2006
Externally publishedYes
Event10th Pacific-Asia Conference on Advances in Knowledge Discovery and Data Mining, PAKDD 2006 - Singapore, Singapore
Duration: 9 Apr 200612 Apr 2006

Publication series

NameLecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)
Volume3918 LNAI
ISSN (Print)0302-9743
ISSN (Electronic)1611-3349

Conference

Conference10th Pacific-Asia Conference on Advances in Knowledge Discovery and Data Mining, PAKDD 2006
Country/TerritorySingapore
CitySingapore
Period9/04/0612/04/06

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