Financial time series classification method based on low‐frequency approximate representation
Abstract Aiming at the mode mixing problems of high frequency information caused by fluctuation agglomeration and pointed peak thick tail of financial time series, a time series classification method based on low frequency approximate representation is proposed. The steps are as follows. Firstly, co...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2025-01-01
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| Series: | Engineering Reports |
| Subjects: | |
| Online Access: | https://doi.org/10.1002/eng2.12739 |
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