Application of wavelet decomposition in time-series forecasting
Year of publication: |
September 2017
|
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Authors: | Zhang, Keyi ; Gençay, Ramazan ; Yazgan, Mustafa Ege |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 158.2017, p. 41-46
|
Subject: | Wavelet decomposition | Combining forecasts | Reconciling forecasts | Hierarchical time series | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Prognoseverfahren | Forecasting model | Zustandsraummodell | State space model | Saisonale Schwankungen | Seasonal variations |
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