A Novel Instantaneous Frequency Definition for Axial Simple Waves and Its Application in Stock Price Prediction

Status	已發表Published
	A Novel Instantaneous Frequency Definition for Axial Simple Waves and Its Application in Stock Price Prediction
	Zhang, L.; Liu, N.; Yu, P.
	2012-09-01
Source Publication	IEEE Journal of Selected Tpoics in Signal Processing
ISSN	978-1-4577-1302-6
Pages	311-318
Abstract	There are different approaches to compute the analytic instantaneous frequency in the literature, however, they are not all applicable for particular applications. This paper proposes a non-analytic instantaneous frequency suitable for a large class of signals called axial simple wave. A new stock price prediction approach is also proposed in this paper based on the newly defined instantaneous frequency and signal decomposition. An experiment is provided based on the stock market data of Hong Kong Hang Seng Index. Effectiveness of the proposed approach is evaluated through comparing it with BP neural network prediction method. The proposed new method is promising.
Keyword	BP neural network EMD IMF instantaneous frequency RBF neural network stock price prediction
URL	View the original
Language	英語English
The Source to Article	PB_Publication
PUB ID	8170
Document Type	Journal article
Collection	University of Macau
Corresponding Author	Zhang, L.
Recommended Citation GB/T 7714	Zhang, L.,Liu, N.,Yu, P.. A Novel Instantaneous Frequency Definition for Axial Simple Waves and Its Application in Stock Price Prediction[J]. IEEE Journal of Selected Tpoics in Signal Processing, 2012, 311-318.
APA	Zhang, L.., Liu, N.., & Yu, P. (2012). A Novel Instantaneous Frequency Definition for Axial Simple Waves and Its Application in Stock Price Prediction. IEEE Journal of Selected Tpoics in Signal Processing, 311-318.
MLA	Zhang, L.,et al."A Novel Instantaneous Frequency Definition for Axial Simple Waves and Its Application in Stock Price Prediction".IEEE Journal of Selected Tpoics in Signal Processing (2012):311-318.

Files in This Item:
There are no files associated with this item.

If you have any objections to this item, please fill out the form below and the administrator will contact you as soon as possible.
Content:
Email：	*
Affiliation No.
Verification Code:	Refresh

Any comments and suggestions are welcomed.
Title:	*
Content:
Email：	*
Verification Code:	Refresh