A WAVELET TRANSFER MODEL FOR TIME SERIES FORECASTING
From MaRDI portal
Publication:3502444
DOI10.1142/S0218127407019585zbMath1141.37363MaRDI QIDQ3502444
Publication date: 23 May 2008
Published in: International Journal of Bifurcation and Chaos (Search for Journal in Brave)
Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Time series analysis of dynamical systems (37M10)
Related Items
Using wavelets to understand the relationship between mortgages and gross domestic product in Spain, MODWT-ARMA model for time series prediction
Cites Work
- Unnamed Item
- Wavelet packet transfer function modelling of nonstationary time series
- Hierarchy, priors and wavelets: Structure and signal modelling using ICA
- Discriminant feature extraction using empirical probability density estimation and a local basis library
- A theory for multiresolution signal decomposition: the wavelet representation
- Entropy-based algorithms for best basis selection