Predicting Malaysia Business Cycle using Wavelet Analysis

• Main Authors: ABDUL KARIM, SAMSUL ARIFFIN, ABDUL KARIM, BAKRI, HASAN, M KHATIM, SULAIMAN, JUMAT, Razali, Radzuan
• Format: Book
• Language: English
• Published: IEEE SYMPOSIUM ON BUSINESS, ENGINEERING AND INDUSTRIAL APPLICATIONS (ISBEIA), 2011
• Subjects: QA Mathematics
• Online Access: http://scholars.utp.edu.my/id/eprint/7058/1/ISBEIA2011_CDROM_BUSINESS_CYCLE_%28MISSING_AUTHOR%29.pdf; http://scholars.utp.edu.my/id/eprint/7058/
• Institution: Universiti Teknologi Petronas

Wavelet transforms are capable to decompose time series at various level which corresponds to the resolution of the decomposition. We can find the trend, cycle, noise, structural break etc. This is where wavelets are so efficient in studying characteristics of the any time series. In this present ar...