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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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
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spelling sg-ntu-dr.10356-35612023-07-04T16:23:58Z Time series prediction using wavelet and neural networks Teo, Kok Keong. Wang, Lipo School of Electrical and Electronic Engineering DRNTU::Engineering::Electrical and electronic engineering::Computer hardware, software and systems 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. Master of Engineering 2008-09-17T09:32:26Z 2008-09-17T09:32:26Z 2002 2002 Thesis http://hdl.handle.net/10356/3561 Nanyang Technological University application/pdf
institution Nanyang Technological University
building NTU Library
continent Asia
country Singapore
Singapore
content_provider NTU Library
collection DR-NTU
topic DRNTU::Engineering::Electrical and electronic engineering::Computer hardware, software and systems
spellingShingle DRNTU::Engineering::Electrical and electronic engineering::Computer hardware, software and systems
Teo, Kok Keong.
Time series prediction using wavelet and neural networks
description 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.
author2 Wang, Lipo
author_facet Wang, Lipo
Teo, Kok Keong.
format Theses and Dissertations
author Teo, Kok Keong.
author_sort Teo, Kok Keong.
title Time series prediction using wavelet and neural networks
title_short Time series prediction using wavelet and neural networks
title_full Time series prediction using wavelet and neural networks
title_fullStr Time series prediction using wavelet and neural networks
title_full_unstemmed Time series prediction using wavelet and neural networks
title_sort time series prediction using wavelet and neural networks
publishDate 2008
url http://hdl.handle.net/10356/3561
_version_ 1772828139866554368

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