Time series prediction using wavelet and neural networks

Time series prediction using wavelet and neural networks

In this dissertation, the effectiveness of Wavelet Packet Multi-Layer Perceptrons (WP-MLP) neural network for temporal sequence prediction is investigated. The WP-MLP is essentially a neural network with an input signal decomposed to various resolutions using wavelet transform. The Wavelet packets...

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Bibliographic Details
Main Author: Teo, Kok Keong.
Other Authors: Wang, Lipo
Format: Theses and Dissertations
Published: 2008
Subjects:
DRNTU::Engineering::Electrical and electronic engineering::Computer hardware, software and systems
Online Access:http://hdl.handle.net/10356/3561
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Institution: Nanyang Technological University
Description
Summary:In this dissertation, the effectiveness of Wavelet Packet Multi-Layer Perceptrons (WP-MLP) neural network for temporal sequence prediction is investigated. The WP-MLP is essentially a neural network with an input signal decomposed to various resolutions using wavelet transform. The Wavelet packets are used to decompose one-dimensional signals so as to illuminate two important properties.

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