The following pages link to Wavelets in time-series analysis (Q4719448):
Displaying 18 items.
- Locally Stationary Wavelet Packet Processes: Basis Selection and Model Fitting (Q113359) (← links)
- Spectral estimation for locally stationary time series with missing observations (Q693321) (← links)
- Modeling exchange rates using wavelet decomposed genetic neural networks (Q713693) (← links)
- Wavelet variance analysis for gappy time series (Q907025) (← links)
- Dimension reduction in functional regression with applications (Q959326) (← links)
- Seismic ground roll time-frequency filtering using the Gaussian wavelet transform (Q1860820) (← links)
- Forecasting non-stationary time series by wavelet process modelling (Q1880993) (← links)
- MODWT-ARMA model for time series prediction (Q1994497) (← links)
- The problem of detrending when analysing potential indicators of disease elimination (Q2328249) (← links)
- A wavelet filtering based analysis of macroeconomic indicators: the Indian evidence (Q2493690) (← links)
- Local Covariance Estimation Using Costationarity (Q2787357) (← links)
- Cross-correlating wavelet coefficients with applications to high-frequency financial time series (Q5127043) (← links)
- Case study: shipping trend estimation and prediction via multiscale variance stabilisation (Q5138737) (← links)
- ON ADAPTIVE ESTIMATION FOR LOCALLY STATIONARY WAVELET PROCESSES AND ITS APPLICATIONS (Q5697085) (← links)
- Forecasting drought using neural network approaches with transformed time series data (Q5861200) (← links)
- Epicasting: an ensemble wavelet neural network for forecasting epidemics (Q6057959) (← links)
- Systematic risk in the biopharmaceutical sector: a multiscale approach (Q6148787) (← links)
- A Bayesian non-stationary heteroskedastic time series model for multivariate critical care data (Q6618410) (← links)
