Predictability is time and frequency dependent. We propose a new forecasting method - forecast combination in the frequency domain - that takes this fact into account. With this method we forecast the equity premium and real GDP growth rate. Combining forecasts in the frequency domain produces...

Purpose – The purpose of this paper is to review three papers in this issue and contribute new results on commodity futures prices and volume using wavelet analysis. Design/methodology/approach – The paper uses time series econometrics including variance ratio tests, fractional integration...

In this paper, wavelet basis functions are investigated for their suitability for processing and analysing diffusion tensor imaging (DTI) data. First, wavelet theory is introduced and explained by means of 1d and 2d examples (Section 1.1 - 1.3). General thresholding techniques, which serve as...

We consider dependence structures in multivariate time series that are characterized by deterministic trends. Results from spectral analysis for stationary processes are extended to deterministic trend functions. A regression cross covariance and spectrum are defined. Estimation of these...