Abstract
The analysis of the time sequence can be two ways in the time domain and frequency domain. But many financial time series exhibit strong non-stationary and long memory, which makes many traditional individually focused on the research and analysis of the time domain or frequency domain method is no longer applicable. In this paper, wavelet analysis and support vector machines for use in the time domain and frequency domain have the ability to characterize the local signal characteristics, location and mutation of the singular points and irregular mutation analysis, these mutations detected the degree of significance.
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