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Financial Time Series Denoising using Wavelet

조회 수: 2 (최근 30일)
Muhammad Nabiil Aujeemuddee
Muhammad Nabiil Aujeemuddee 2017년 7월 27일
댓글: Cong Ba 2017년 7월 31일
Hello, I got S&P 500 closing prices for the last 10 years. What Matlab package I need to denoise the data. I would then run further analysis on the denoised data like LSTM etc..
  댓글 수: 1
Cong Ba
Cong Ba 2017년 7월 31일
To be honest I don't think there is any standard way to denoise financial data... There may be huge value in those "noises."
But if you insist I think you can start from here: https://www.mathworks.com/help/wavelet/ug/wavelet-denoising.html

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