Stock prices as investors, managers, academics and economic management is the focus of attention. Analysis of stock characteristics, grasp the changes in its laws, regulation and control the stock market on the stock market managers and investors to develop investment strategies, is of great significance.
Wavelet (Wavelet) is a signal of the time - scale (time - frequency) analysis method, in the two time-frequency domain Signals have characterized the capacity of local features, accurate analysis of the signal, reconstruction, and to make appropriate and The forecast. On the wavelet applied the method of stock short-term forecasts, stock market prices through the wavelet analysis to find the stock price changes and found that changes in stock prices subject to self-similarity, and to meet certain cyclical. And self-similarity is Fractal's an important feature, will be the changes in stock prices as a fractal to be studied. Use of the above findings, to identify changes in the stock prices of fractal linear interpolation function, the use of fractal linear forecasting method to predict the stock price.
In numerical test, the Oriental Alcoa's stock price was analyzed by some of the more satisfied with the results that will be applied to the stock short-term forecasts wavelet approach is feasible.
Key words: wavelet transform short-term stock price forecast linear interpolation fractal
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