Wavelet-based forecasting of ARIMA time series - an empirical comparison of different methods
By means of wavelet transform, an ARIMA time series can be split into different frequency components. In doing so, one is able to identify relevant patters within this time series, and there are different ways to utilize this feature to improve existing time series forecasting methods. However,...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
AGH UNIVERSITY PRESS
2014-08-01
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| Series: | Managerial Economics |
| Subjects: | |
| Online Access: | https://journals.agh.edu.pl/manage/article/view/1168 |
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