Predicting Malaysia business cycle using wavelet analysis

Samsul Ariffin Abdul Karim, Bakri Abdul Karim, Fredrik N G Andersson, Mohammad Khatim Hasan, Jumat Sulaiman, Radzuan Razali

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Abstract

Wavelet transforms are capable to decompose time series at various level which corresponds to the resolution of the decomposition. We can find the trend, cycle, noise, structural break etc. This is where wavelets are so efficient in studying characteristics of the any time series. In this present article, we study the use of wavelet (symlet 16) to detect the business cycle in Malaysia. Firstly we decompose the time series then we study the long-run trend and we filtered the high frequency components and finally we find the business cycle in Malaysia. The results indicated the existence of business cycles for GDP data in Malaysia which is strongly counter-cyclical.

Original languageEnglish
Title of host publicationISBEIA 2011 - 2011 IEEE Symposium on Business, Engineering and Industrial Applications
Pages379-383
Number of pages5
DOIs
Publication statusPublished - 2011
Event2011 IEEE Symposium on Business, Engineering and Industrial Applications, ISBEIA 2011 - Langkawi
Duration: 25 Sep 201128 Sep 2011

Other

Other2011 IEEE Symposium on Business, Engineering and Industrial Applications, ISBEIA 2011
CityLangkawi
Period25/9/1128/9/11

Fingerprint

Wavelet analysis
Time series
Industry
Wavelet transforms
Decomposition
Business cycles
Malaysia
Wavelets

ASJC Scopus subject areas

  • Business and International Management
  • Industrial and Manufacturing Engineering

Cite this

Abdul Karim, S. A., Abdul Karim, B., Andersson, F. N. G., Hasan, M. K., Sulaiman, J., & Razali, R. (2011). Predicting Malaysia business cycle using wavelet analysis. In ISBEIA 2011 - 2011 IEEE Symposium on Business, Engineering and Industrial Applications (pp. 379-383). [6088841] https://doi.org/10.1109/ISBEIA.2011.6088841

Predicting Malaysia business cycle using wavelet analysis. / Abdul Karim, Samsul Ariffin; Abdul Karim, Bakri; Andersson, Fredrik N G; Hasan, Mohammad Khatim; Sulaiman, Jumat; Razali, Radzuan.

ISBEIA 2011 - 2011 IEEE Symposium on Business, Engineering and Industrial Applications. 2011. p. 379-383 6088841.

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Abdul Karim, SA, Abdul Karim, B, Andersson, FNG, Hasan, MK, Sulaiman, J & Razali, R 2011, Predicting Malaysia business cycle using wavelet analysis. in ISBEIA 2011 - 2011 IEEE Symposium on Business, Engineering and Industrial Applications., 6088841, pp. 379-383, 2011 IEEE Symposium on Business, Engineering and Industrial Applications, ISBEIA 2011, Langkawi, 25/9/11. https://doi.org/10.1109/ISBEIA.2011.6088841
Abdul Karim SA, Abdul Karim B, Andersson FNG, Hasan MK, Sulaiman J, Razali R. Predicting Malaysia business cycle using wavelet analysis. In ISBEIA 2011 - 2011 IEEE Symposium on Business, Engineering and Industrial Applications. 2011. p. 379-383. 6088841 https://doi.org/10.1109/ISBEIA.2011.6088841
Abdul Karim, Samsul Ariffin ; Abdul Karim, Bakri ; Andersson, Fredrik N G ; Hasan, Mohammad Khatim ; Sulaiman, Jumat ; Razali, Radzuan. / Predicting Malaysia business cycle using wavelet analysis. ISBEIA 2011 - 2011 IEEE Symposium on Business, Engineering and Industrial Applications. 2011. pp. 379-383
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