Prediction Based on a Multiscale Decomposition

DOI10.1142/S0219691303000153zbMath1041.62080MaRDI QIDQ4472828

Fionn Murtagh, Olivier Renaud, Jean-Luc Starck

Publication date: 1 July 2004

Published in: International Journal of Wavelets, Multiresolution and Information Processing (Search for Journal in Brave)

zbMATH Keywords

forecastingresolutionautoregressionWavelet transformscaletime series model

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Inference from stochastic processes and spectral analysis (62M15)

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Cites Work

• Time series: theory and methods.
• Orthonormal shift-invariant wavelet packet decomposition and representation
• Multirate, multiresolution, recursive Kalman filter.
• The long-term memory prediction by multiscale decomposition.
• Image Processing and Data Analysis
• Ten Lectures on Wavelets
• The discrete wavelet transform: wedding the a trous and Mallat algorithms
• Multiscale autoregressive models and wavelets

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