Time frequency analysis on financial data

• Main Author: Cheng, Chi.
• Other Authors: Bi Guoan
• Format: Final Year Project
• Language: English
• Published: 2011
• Subjects: DRNTU::Engineering::Electrical and electronic engineering::Electronic systems::Signal processing
• Online Access: http://hdl.handle.net/10356/46060
• Institution: 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...