MODWT-ARMA model for time series prediction
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Publication:1994497
DOI10.1016/j.apm.2013.10.002zbMath1428.62411OpenAlexW2035876214MaRDI QIDQ1994497
Yanxin Wang, Qibin Fan, L. Zhu
Publication date: 1 November 2018
Published in: Applied Mathematical Modelling (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.apm.2013.10.002
Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Inference from stochastic processes and spectral analysis (62M15)
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