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

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...

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Bibliographic Details
Date:	2016
Main Authors:	Voloshko, A. V., Muzyka, N. Yu.
Format:	Article
Language:	Ukrainian
Published:	Інститут проблем реєстрації інформації НАН України 2016
Subjects:	orthogonal transformation wavelet analysis forecast prediction error
Online Access:	http://drsp.ipri.kiev.ua/article/view/100343
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Journal Title:	Data Recording, Storage & Processing

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Data Recording, Storage & Processing

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