Wavelet decomposition and autoregressive model for time series prediction

DOI10.1016/J.AMC.2007.09.067zbMath1142.65012OpenAlexW2159221747MaRDI QIDQ924423

N. Ben Abdallah, Zouhaier Dhifaoui, Anouar Ben Mabrouk

Publication date: 16 May 2008

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2007.09.067

zbMATH Keywords

predictioncomparison of methodsnumerical examplestime seriesautoregressive modelspolynomial representationwavelet decompositionmodelisation

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Numerical methods for wavelets (65T60)

Related Items (6)

A WAVELET METHOD COUPLED WITH QUASI-SELF-SIMILAR STOCHASTIC PROCESSES FOR TIME SERIES APPROXIMATION ⋮ Multiple seasonal STL decomposition with discrete-interval moving seasonalities ⋮ Epicasting: an ensemble wavelet neural network for forecasting epidemics ⋮ Wavelet fuzzy hybrid model for physico-financial signals ⋮ A WAVELET SUPPORT VECTOR MACHINE COUPLED METHOD FOR TIME SERIES PREDICTION ⋮ WAVELET ESTIMATORS FOR LONG MEMORY IN STOCK MARKETS

Cites Work

• On the use of the wavelet decomposition for time series prediction

This page was built for publication: Wavelet decomposition and autoregressive model for time series prediction