Time series forecasting using a nondecimated wavelet transform and one-sided filters

zbMATH Open1247.62239MaRDI QIDQ2913071

E. A. Mirotin

Publication date: 25 September 2012

Published in: Vestnik Belorusskogo Gosudarstvennogo Universiteta. Seria 1. Fizika, Matematika, Informatika (Search for Journal in Brave)

Mathematics Subject Classification ID

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)

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