Prediction for the Time Series of BSE 100 Using Wavelets and Neuro-Fuzzy Approach

In this paper an attempt has been made to forecast the closings of BSE 100 using wavelet decomposition and neuro-fuzzy approach using the past available data. The forecasting approach applying the neural network of back propagation type for generalization, Sugeno inferencing technique for specialization and wavelet decomposition has been proposed. The results obtained using the proposed technique have been compared with the actual time series data of BSE 100.