MODWT-ARMA model for time series prediction

DOI10.1016/J.APM.2013.10.002zbMATH Open1428.62411OpenAlexW2035876214MaRDI QIDQ1994497FDOQ1994497

Authors: 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

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zbMATH Keywords

time serieswavelet transformlong-range dependentMODWT-ARMA model

Mathematics Subject Classification ID

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 prediction (62M20) Inference from stochastic processes and spectral analysis (62M15)

Cites Work

• Title not available (Why is that?)
• Time series: theory and methods.
• Wavelets in time-series analysis
• The empirical mode decomposition and the Hilbert spectrum for nonlinear and non-stationary time series analysis
• Solving fractional nonlinear Fredholm integro-differential equations by the second kind Chebyshev wavelet
• Wavelet neural networks for nonlinear time series analysis
• Choice of thresholds for wavelet shrinkage estimate of the spectrum
• On the use of the wavelet decomposition for time series prediction
• WAVELETS AND TIME-DEPENDENT SPECTRAL ANALYSIS
• The long-term memory prediction by multiscale decomposition.
• Prediction Based on a Multiscale Decomposition
• A WAVELET TRANSFER MODEL FOR TIME SERIES FORECASTING
• Bayesian wavelet analysis of autoregressive fractionally integrated moving-average processes
• Title not available (Why is that?)

Cited In (4)

• Title not available (Why is that?)
• On parallelism in the ensemble sense between time-series models and discrete wavelet transforms of stochastic signals
• Systematic risk in the biopharmaceutical sector: a multiscale approach
• Epicasting: an ensemble wavelet neural network for forecasting epidemics

Uses Software

• wmtsa

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