Wavelet fuzzy hybrid model for physico-financial signals

Anouar BenMabrouk and Olfa Zaafrane

Journal of Applied Statistics, 2013, vol. 40, issue 7, 1453-1463

Abstract: In the present paper, a fuzzy logic-based method is combined with wavelet decomposition to develop a step-by-step dynamic hybrid model to analyze and approximate one-dimensional physico-financial signals characterized by fuzzy values. Computational tests based on a well-known signal and conducted with the pure fuzzy model, the wavelet one and the new hybrid model, are developed and result in an efficient hybrid one.

Date: 2013
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DOI: 10.1080/02664763.2013.786690

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