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Simon Reese

Lund University - Department of Economics

P.O. Box 7082

S-220 07 Lund

Sweden

SCHOLARLY PAPERS

1

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336

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0

Scholarly Papers (1)

1.

Wavelet Improvement in Turning Point Detection Using a Hidden Markov Model

NHH Dept. of Business and Management Science Discussion Paper No. 2014/10
Number of pages: 23 Posted: 27 Mar 2014
Yushu Li and Simon Reese
NHH Norwegian School of Economics - Department of Business and Management Science and Lund University - Department of Economics
Downloads 336 (223,475)

Abstract:

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HMM, turning point, wavelet, wavelet power spectrum, outlier