Multilevel Discrete Wavelet Decomposition (MDWD) [26] is a wavelet based discrete signal analysis method, which can extract multilevel time-frequency features from a time series by decomposing the series as low and high frequency sub-series level by level. 解释: 相当于将time series x分解成为i...
In light of this, in this paper we propose a wavelet-based neural network structure called multilevel Wavelet Decomposition Network (mWDN) for building frequency-aware deep learning models for time series analysis. mWDN preserves the advantage of multilevel discrete wavelet decomposition in frequency...
Inspired by the abovementioned, we propose a hybrid deep learning model called mWDN-LSTM, which correctly utilizes the cyclic patterns' information to predict stock price while avoiding the data leakage and alleviating boundary problems. According to the experiments on two different datas...