emd.pred: Prediction by EMD and VAR model

In EMD: Empirical Mode Decomposition and Hilbert Spectral Analysis

Description

This function calculates prediction values and confidence limits using EMD and VAR (vector autoregressive) model.

Usage

emd.pred(varpred, trendpred, ci = 0.95, figure = TRUE) 

Arguments

varpred	prediction result of IMF's by VAR model.
trendpred	prediction result of residue by polynomial regression model.
ci	confidence interval level.
figure	specifies whether prediction result is displayed.

Details

This function calculates prediction values and confidence limits using EMD and VAR (vector autoregressive) model. See Kim et al. (2008) for detalis.

Value

fcst	prediction values
lower	lower limits of prediction
upper	upper limits of prediction

References

Kim, D, Paek, S.-H. and Oh, H.-S. (2008) A Hilbert-Huang Transform Approach for Predicting Cyber-Attacks. Journal of the Korean Statistical Society, 37, 277–283, doi:10.1016/j.jkss.2008.02.006.

EMD documentation built on Jan. 4, 2022, 1:08 a.m.