| 基于小波时间序列分析的电子银行风险预测 |
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| 引用本文： | 甘小冰,陶大俊. 基于小波时间序列分析的电子银行风险预测[J]. 现代电子技术, 2012, 35(15): 70-71,75 |
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| 作者姓名： | 甘小冰 陶大俊 |
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| 作者单位： | 1. 深圳大学管理学院,广东深圳,518060
2. 华为技术有限公司,陕西西安,710065 |
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| 摘 要： | 根据电子银行风险数据具有时间序列的特点,又根据小波变换分解时间序列的原理和优点,给出了利用小波变换预测电子银行风险的模型和算法,并通过实例验证了模型和算法的有效性和优越性。
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| 关 键 词： | 时间序列 小波变换 电子银行 风险预测 |
E-bank risk prediction based on wavelet time series |
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| GAN Xiao-bing , TAO Da-jun. E-bank risk prediction based on wavelet time series[J]. Modern Electronic Technique, 2012, 35(15): 70-71,75 |
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| Authors: | GAN Xiao-bing TAO Da-jun |
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| Affiliation: | 1.College of Management,Shenzhen University,Shenzhen 518060,China; 2.Huawei Technologies Co.,Ltd.,Xi’an 710065,China) |
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| Abstract: | The risk data of e-bank are typically characterized by time series which can be decomposed by wavelet transform.Thus wavelet transform was adopted to construct a model and develop an algorithm for risk prediction of electronic bank in this paper.And the experiments were carried out to test and verify the effectiveness and superiority of the model and the algorithm. |
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| Keywords: | time series wavelet transform electronic bank risk prediction |
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