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

• 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; ортогональные преобразования; вейвлет-анализ; прогнозирование; ошибка прогнозирования; ортогональні перетворення; вейвлет-аналіз; прогнозу­вання; похибка прогнозування
• Online Access: http://drsp.ipri.kiev.ua/article/view/100343
• Journal Title: 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...