Prediction Based on a Multiscale Decomposition

DOI10.1142/S0219691303000153MaRDI QIDQ4472828zbMATH OpenFDO

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)

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)

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Cites work

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

Cited in

(22)

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

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