MODWT-ARMA model for time series prediction

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

zbMATH Keywords

time serieswavelet transformlong-range dependentMODWT-ARMA model

Mathematics Subject Classification ID

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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Uses Software

• wmtsa

Cites Work

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