Wavelet packet transfer function modelling of nonstationary time series
DOI10.1023/A:1013168221710zbMATH Open1247.62228OpenAlexW2121691307MaRDI QIDQ451233FDOQ451233
G. P. Nason, Theofanis Sapatinas
Publication date: 23 September 2012
Published in: Statistics and Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1013168221710
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Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics in engineering and industry; control charts (62P30) Software, source code, etc. for problems pertaining to statistics (62-04) Applications of statistics to environmental and related topics (62P12) Numerical methods for wavelets (65T60)
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- Transfer function models with time-varying coefficients
- A WAVELET TRANSFER MODEL FOR TIME SERIES FORECASTING
- A GENERALIZED MULTISCALE ANALYSIS OF THE PREDICTIVE CONTENT OF EURODOLLAR IMPLIED VOLATILITIES
- Classification of multiple time signals using localized frequency characteristics applied to industrial process monitoring
- Practical powerful wavelet packet tests for second-order stationarity
- Transfer function modelling in software reliability
- Locally Stationary Wavelet Packet Processes: Basis Selection and Model Fitting
- Wavelet Regression Technique for Streamflow Prediction
- Locally adaptive estimation of evolutionary wavelet spectra
Uses Software
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