Daily crude oil price forecasting using hybridizing wavelet and artificial neural network model

A new method based on integrating discrete wavelet transform and artificial neural networks (WANN) model for daily crude oil price forecasting is proposed. The discrete Mallat wavelet transform is used to decompose the crude price series into one approximation series and some details series (DS). Th...

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Bibliographic Details
Main Authors: Shabri, Ani, Samsudin, Ruhaidah
Format: Article
Language:English
Published: Hindawi Publishing Corporation 2014
Subjects:
Online Access:http://eprints.utm.my/52283/1/AniShabri2014_DailyCrudeOilForecastingUsingHybriding.pdf