Wavelet Entropy Based Analysis and Forecasting of Crude Oil Price Dynamics
For the modeling of complex and nonlinear crude oil price dynamics and movement, wavelet analysis can decompose the time series and produce multiple economically meaningful decomposition structures based on different assumptions of wavelet families and decomposition scale. However, the determination...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2015-10-01
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| Series: | Entropy |
| Subjects: | |
| Online Access: | http://www.mdpi.com/1099-4300/17/10/7167 |