Time frequency analysis on financial data

• 主要作者: Cheng, Chi.
• 其他作者: Bi Guoan
• 格式: Final Year Project
• 語言: English
• 出版: 2011
• 主題: DRNTU::Engineering::Electrical and electronic engineering::Electronic systems::Signal processing
• 在線閱讀: http://hdl.handle.net/10356/46060
• 機構: Nanyang Technological University

The joint time-frequency analysis is a signal processing technique in which signals are represented in both time domains and frequency domains simultaneously. Nowadays, this analysis technique has become a popular and powerful tool for analyzing non-stationary time series. One basic difficult in fin...