Forecast of time series using their segmentation based on wavelet analysis of scalogram

• Datum: 2016
• Hauptverfasser: Voloshko, A. V., Muzyka, N. Yu.
• Format: Artikel
• Sprache: Ukrainian
• Veröffentlicht: Інститут проблем реєстрації інформації НАН України 2016
• Schlagworte: orthogonal transformation; wavelet analysis; forecast; prediction error
• Online Zugang: http://drsp.ipri.kiev.ua/article/view/100343
• Назва журналу: Data Recording, Storage & Processing

It is presented a methodological approach in developing models predicting time series which is in application of the properties of frequency-ordered energy coefficients of orthogonal analysis of the levels of wavelet decomposition for to identify long-term trends, seasonal and noise components. Then...