Title :
Multiple-Time-Scale Analysis on the Money Supply with Wavelet Transformation
Author_Institution :
Sch. of Bus. Adm., Jimei Univ., Xiamen, China
Abstract :
In this paper we applied the method of multiple-time-scale analysis of wavelet transform to process financial time series data, and explored evolutionary law and development trend of money supply at different time-scale in financial institutions. We obtained the evolutionary cycles of money supply at varying time-scale.
Keywords :
financial management; time series; wavelet transforms; development trend; evolutionary cycles; evolutionary law; financial institution; financial time series data; money supply; multiple-time-scale analysis; wavelet transformation; Continuous wavelet transforms; Frequency; Genetic mutations; Surface waves; Time domain analysis; Time series analysis; Wavelet analysis; Wavelet coefficients; Wavelet domain; Wavelet transforms;
Conference_Titel :
E-Business and Information System Security, 2009. EBISS '09. International Conference on
Conference_Location :
Wuhan
Print_ISBN :
978-1-4244-2909-7
Electronic_ISBN :
978-1-4244-2910-3
DOI :
10.1109/EBISS.2009.5138012
