FORECASTING TIME SERIES USING WAVELETS
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Publication:5386700
DOI10.1142/S0219691307002002zbMath1135.62076OpenAlexW2067984959MaRDI QIDQ5386700
Mina Aminghafari, Jean-Michel Poggi
Publication date: 14 May 2008
Published in: International Journal of Wavelets, Multiresolution and Information Processing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1142/s0219691307002002
Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Numerical methods for wavelets (65T60)
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