On Some Methods of Forecasting with Wavelets.

Date of Submission

December 1997

Date of Award

Winter 12-12-1998

Institute Name (Publisher)

Indian Statistical Institute

Document Type

Master's Dissertation

Degree Name

Master of Technology

Subject Name

Computer Science


Machine Intelligence Unit (MIU-Kolkata)


Kundu, Malay Kumar (MIU-Kolkata; ISI)

Abstract (Summary of the Work)

There exist various methods for function forecasting and function approxi- mation in the Statistical disciplines. Nowadays various powerful mathematical techniques and also some adaptive techniques have been established in this domain.In the present work a conventional model and several recent mod- els are investigated. Out of the adaptive models, theWavelet Network model combines the wavelet transform nethod with a Backpropagation-type learning algorithm for its purpose.This model is then modified to incorporatemultiple mother waveletsand shown to yield better results.Finally an al-together new evolutionary technique usingGenetic Algorithms and wavelet decompositionis proposed and implemented. This model is then further im- proved using a penalty-based GA model.


ProQuest Collection ID: http://gateway.proquest.com/openurl?url_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:dissertation&res_dat=xri:pqm&rft_dat=xri:pqdiss:28843439

Control Number


Creative Commons License

Creative Commons Attribution 4.0 International License
This work is licensed under a Creative Commons Attribution 4.0 International License.



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