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Application to Crude Oil Futures

Module by: Aniruddha Sen. E-mail the author

The Continuous Wavelet Transform and Discrete Wavelet Transform were both used in the non-linear and aperiodic Crude Oil Futures signal. It allowed us to see possible periodicity and trends within the signal. The next two figures shows us both the Continuous and Discrete wavelet transforms.

Figure 1: Continuous Wavelet Transform of Crude Oil Futures.
Crude Oil Futures Continuous Wavelet Transform
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Figure 2: The Level 3 Approximation of Crude Oil Futures.
Level 3 Approximation of Crude Oil Futures
Crude

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