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Wavelet fuzzy hybrid model for physico-financial signals
Journal article   Peer reviewed

Wavelet fuzzy hybrid model for physico-financial signals

Anouar BenMabrouk and Olfa Zaafrane
Journal of applied statistics, Vol.40(7), pp.1453-1463
01/07/2013

Abstract

fuzzy regression physico-financial signals time series wavelet decomposition
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.

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