Re: AI - WHY?

Daniel Fischer (fischerd@rd.hydro.on.ca)
Mon, 16 Nov 1998 00:42:24 +0100 (MET)

WSiler wrote:
>
> From pgh@europem01.nt.com
>
> >Like so many other phenomena, market fluctuations seem to have multi]fractal
> >characteristics. In many situations the highly correlated timeseries produces
> >uncorrelated wavelet coefficients (see the work being carried out on
> >wavelet-based [multi]fractal timeseries generation).
> >
> Looks very interesting, but I have no knowledge of wavelet techniques. Can you
> recommend an introductory book?
>
> William Siler

Try this:
http://www.public.iastate.edu/~rpolikar/WAVELETS/WTtutorial.html

Daniel Fischer
Ontario Hydro Technologies

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