A novel wavelet artificial neural networks method to predict non-stationary time series

DOI10.1080/03610926.2018.1549259MaRDI QIDQ5085616zbMATH OpenOpenAlexWikidataFDO

Authors Mitra Ghanbarzadeh, Mina Aminghafari

Publication date 27 June 2022

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2018.1549259

zbMATH Keywords

artificial neural networksnon-decimated wavelet transformsstepwise regressionwavelet filters

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• A logical calculus of the ideas immanent in nervous activity
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• An Algorithm for Least-Squares Estimation of Nonlinear Parameters
• Decomposition of Hardy Functions into Square Integrable Wavelets of Constant Shape
• Feedforward Neural Nets as Models for Time Series Forecasting
• FORECASTING TIME SERIES USING WAVELETS
• scientific article; zbMATH DE number 526068 (Why is no real title available?)
• scientific article; zbMATH DE number 1470722 (Why is no real title available?)
• Introduction to Time Series and Forecasting
• Multilayer feedforward networks are universal approximators
• Nonstationary time series forecasting using wavelets and kernel smoothing

Cited in

(4)

• PREDICTION INTERVALS FOR TIME SERIES USING NEURAL NETWORKS BASED ON WAVELET-CORE
• scientific article; zbMATH DE number 6613260 (Why is no real title available?)
• scientific article; zbMATH DE number 1784860 (Why is no real title available?)
• A predictor based method for signal detection in time series case study: financial markets of Iran in COVID-19 outbreak

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Uses Software

• itsmr
• wmtsa

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