Prediction Based on a Multiscale Decomposition

DOI10.1142/S0219691303000153zbMATH Open1041.62080MaRDI QIDQ4472828FDOQ4472828

Authors: Olivier Renaud, F. Murtagh, J.-L. Starck 

Publication date: 1 July 2004

Published in: International Journal of Wavelets, Multiresolution and Information Processing (Search for Journal in Brave)

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zbMATH Keywords

forecastingautoregressionresolutionscaletime series modelWavelet transform

Mathematics Subject Classification ID

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

• Time series: theory and methods.
• Ten Lectures on Wavelets
• The discrete wavelet transform: wedding the a trous and Mallat algorithms
• Multiscale autoregressive models and wavelets
• Image Processing and Data Analysis
• Orthonormal shift-invariant wavelet packet decomposition and representation
• Multirate, multiresolution, recursive Kalman filter.
• The long-term memory prediction by multiscale decomposition.

Cited In (22)

• MULTISCALE NEUROFUZZY MODELS FOR FORECASTING IN TIME SERIES DATABASES
• Wavelet Analysis based Stability Conditions of a Prediction Model
• MODWT-ARMA model for time series prediction
• Forecasting non-stationary time series by wavelet process modelling
• A WAVELET SUPPORT VECTOR MACHINE COUPLED METHOD FOR TIME SERIES PREDICTION
• A Functional Wavelet–Kernel Approach for Time Series Prediction
• Forecasting drought using neural network approaches with transformed time series data
• Forecasting of random sequences and Prony decomposition of finance data
• Consensus patterns of a set of time series via a wavelet-based temporal localization: emphasizing the utility over point-wise averaging and averaging under dynamic time warping
• INTELLIGENT OPTIMAL CONTROL OF ROBOTIC MANIPULATORS USING WAVELETS
• Multiresolution analysis of S\&P500 time series
• Wavelet neural network model for yield spread forecasting
• Nonstationary time series forecasting using wavelets and kernel smoothing
• Prediction by dual mode GMDH
• Theory and application of natural-based wavelet method
• FORECASTING TIME SERIES USING WAVELETS
• Wavelet decomposition and autoregressive model for time series prediction
• Long term prediction of non-linear time series using multiresolution wavelet models
• Multiscale forecasting models
• Web traffic demand forecasting using wavelet-based multiscale decomposition
• Multiscale Bayesian state-space model for Granger causality analysis of brain signal
• The long-term memory prediction by multiscale decomposition.

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