A review on wavelet pre-processing for time series data

Wavelet pre-processing is mainly used to avoid the problem of outliers and periodicities in the data or signal which might decrease the overall prediction performance. It has been used in a number of applications such as image processing, pattern recognition, spectral analysis and controller to over...

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Bibliographic Details
Main Authors: Ali, Ashikin, Ghazali, Rozaida, Mohmad Hassim, Yana Mazwin
Format: Conference or Workshop Item
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Online Access:http://eprints.uthm.edu.my/2949/
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Summary:Wavelet pre-processing is mainly used to avoid the problem of outliers and periodicities in the data or signal which might decrease the overall prediction performance. It has been used in a number of applications such as image processing, pattern recognition, spectral analysis and controller to overcome the same issue. However, most of these studies focused on other applications despite it have been also variously applied in time series. Thus, this paper reviews the several uses of wavelet pre-processing that have been applied in time series in order to overcome the outlier and periodicities.