[R-SIG-Finance] wavelet analyisis to denoising time series

[intertodd]

Hi everyone,

Im trying to use wavelet analysis to denoising time series data(stock index)
in order to perform a SVM forecast..
like use  db4, sqtwolog,4 levels...

There are a few packages avaliable with R:
wavelets: A package of funtions for computing wavelet filters, wavelet
transforms and multiresolution analyses. 

waveslim: Basic wavelet routines for one-, two- and three-dimensional signal
processing. 

wavethresh: Wavelets statistics and transforms. 

wmtsa: Insightful Wavelet Methods for Time Series Analysis

can anyone tell me which package should I use or maybe some codes please...

thanks guys

Best Regards

Louis



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