Forecasting non-stationary time series by wavelet process modelling
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Cites work
- scientific article; zbMATH DE number 1167864 (Why is no real title available?)
- scientific article; zbMATH DE number 802858 (Why is no real title available?)
- scientific article; zbMATH DE number 3233300 (Why is no real title available?)
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- Fitting time series models to nonstationary processes
- Forecasting multifractal volatility
- Forecasting non-stationary time series by wavelet process modelling
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- Smoothness estimates for soft-threshold denoising via translation-invariant wavelet transforms
- Ten Lectures on Wavelets
- The SLEX model of a non-stationary random process
- Time series: theory and methods.
- Time-varying parameters prediction
- Wavelet methods for continuous-time prediction using Hilbert-valued autoregressive processes
- Wavelets in time-series analysis
Cited in
(33)- Wavelet packet transfer function modelling of nonstationary time series
- ON ADAPTIVE ESTIMATION FOR LOCALLY STATIONARY WAVELET PROCESSES AND ITS APPLICATIONS
- A note on the effect of wavelet choice on the estimation of the evolutionary wavelet spectrum
- Analysis and short-time extrapolation of stock market indexes through projection onto discrete wavelet subspaces
- Multivariate locally stationary 2D wavelet processes with application to colour texture analysis
- Statistical analysis of financial time series under the assumption of local stationarity
- Costationary Whitenoise processes and local stationarity testing
- Flow field forecasting for univariate time series
- Model-free prediction of time series: a nonparametric approach
- Nonstationary time series forecasting using wavelets and kernel smoothing
- Wavelet-based prediction of oil prices
- Transfer function models with time-varying coefficients
- Case study: shipping trend estimation and prediction via multiscale variance stabilisation
- MODWT-ARMA model for time series prediction
- Locally adaptive estimation of evolutionary wavelet spectra
- A wavelet-based approach for imputation in nonstationary multivariate time series
- Practical powerful wavelet packet tests for second-order stationarity
- Wavelet methods in statistics: some recent developments and their applications
- FORECASTING TIME SERIES USING WAVELETS
- The local partial autocorrelation function and some applications
- A WAVELET TRANSFER MODEL FOR TIME SERIES FORECASTING
- Forecasting non-stationary time series by wavelet process modelling
- Autoregressive approximations to nonstationary time series with inference and applications
- Time-varying parameter auto-regressive models for autocovariance nonstationary time series
- Harmonic recurrent process for time series forecasting
- A hybrid framework for asphalt pavement rutting prediction modeling and influencing factors analysis based on multilevel wavelet decomposition and transfer entropy
- Trend locally stationary wavelet processes
- Frequency domain tests of semiparametric hypotheses for locally stationary process
- Forecasting using locally stationary wavelet processes
- Wavelet spectral testing: application to nonstationary circadian rhythms
- A note on state space representations of locally stationary wavelet time series
- Prediction in Locally Stationary Time Series
- Locally stationary wavelet packet processes: basis selection and model fitting
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