| 基于连续双正交样条小波的股价指数奇异点检测 |
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| 引用本文： | 郑中发.基于连续双正交样条小波的股价指数奇异点检测[J].科技情报开发与经济,2006,16(20):91-92. |
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| 作者姓名： | 郑中发 |
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| 作者单位： | 中国银行业监督管理委员会咸宁监管分局,湖北,咸宁,437000 |
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| 摘 要： | 针对噪声背景下股价指数曲线给出的一种小波硬阈值消噪和奇异点检测的有效方法,选择双正交样条小波作为基小波,运用小波分析消除信号噪声干扰;结合多尺度分析及奇异点的检测,揭示股价指数信息隐含的背景。
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| 关 键 词： | 奇异点检测 双正交样条小波 股价指数 |
| 文章编号： | 1005-6033（2006）20-0091-02 |
| 收稿时间： | 2006-05-01 |
| 修稿时间： | 2006年5月1日 |
Singularity Detection of Stock Exponential Curve Based on the Continuous Bi-orthogonal Spline Wavelet Transformation |
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| ZHENG Zhong-fa.Singularity Detection of Stock Exponential Curve Based on the Continuous Bi-orthogonal Spline Wavelet Transformation[J].Sci-Tech Information Development & Economy,2006,16(20):91-92. |
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| Authors: | ZHENG Zhong-fa |
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| Institution: | ZHENG Zhong-fa |
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| Abstract: | In the light of the stock exponential curve on the background of the noise, this paper gives a kind of effective method for the wavelet hard-threshold de-noising and singularity detection, selects the bi-orthogonal spline wavelet as the basic wavelet and utilizes the wavelet analysis to erase the interference of the signal noise, and connecting with the multi-scale analysis and the singularity detection, reveals the implied background of the stock exponential information. |
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| Keywords: | singularity detection bi-orthogonal spline wavelet stock exponential curve |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ |
