WaveletArima

cranv0.1.2

Wavelet-ARIMA Model for Time Series Forecasting. Noise in the time-series data significantly affects the accuracy of the ARIMA model. Wavelet transformation decomposes the time series data into subcomponents to reduce the noise and help to improve the model performance. The wavelet-ARIMA model can achieve higher prediction accuracy than the tradit

License GPL-3strong copyleft0 versions1 maintainers4 deps63 weekly dl
https://CRAN.R-project.org/package=WaveletArima
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statswaveletsfracdiffforecast
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First published · 2022-07-02 23:44:38

Last updated · 2022-07-02T20:50:08+00:00