Time series analysis with wavelet coefficients

DOI10.1007/BF03167358MaRDI QIDQ5937419zbMATH OpenFDO

Authors Naoki Masuda, Yasunori Okabe

Publication date 16 December 2001

Published in Japan Journal of Industrial and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF03167358

zbMATH Keywords

predictionsstationary wavelet transformweak stationarity test

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40)

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• Predicting chaotic time series with wavelet networks
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• The theory of KM\(_2\)O-Langevin equations and its applications to data analysis. I: Stationary analysis
• Time series in the time domain
• Wavelet Reconstruction of Nonlinear Dynamics
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Cited in

(14)

• On parallelism in the ensemble sense between time-series models and discrete wavelet transforms of stochastic signals
• Improvement of edge effect of the wavelet time-frequency spectrum: application to the length-of-day series.
• Wavelet Analysis based Stability Conditions of a Prediction Model
• Wavelet analysis of uniformly time-modulated processes
• Analysis of Singularities by Short Haar Wavelet Transform
• scientific article; zbMATH DE number 6470793 (Why is no real title available?)
• ANALYSIS OF TIME SERIES WITH WAVELETS
• Time-frequency regression
• Wavelet decomposition and autoregressive model for time series prediction
• Wavelet function estimation involving time series
• scientific article; zbMATH DE number 5042883 (Why is no real title available?)
• Using the wavelet transform for time series analysis
• Wavelet Regression Technique for Streamflow Prediction
• Wavelet clustering in time series analysis

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