The long-term memory prediction by multiscale decomposition.

DOI10.1016/S0165-1684(00)00077-3zbMath1098.94587OpenAlexW2046905283MaRDI QIDQ1583127

R. Smith

Publication date: 26 October 2000

Published in: Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0165-1684(00)00077-3

zbMATH Keywords

waveletsARIMA modelLong-term dependenceHaar filter

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Related Items (4)

Non-parametric estimation of a multiscale CHARN model using SVR ⋮ MODWT-ARMA model for time series prediction ⋮ FORECASTING TIME SERIES USING WAVELETS ⋮ Prediction Based on a Multiscale Decomposition

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