WaveletFitting: Wavelet Transform Using Maximal Overlap Discrete Wavelet...
In WaveletANN: Wavelet ANN Model
WaveletFitting R Documentation
Wavelet Transform Using Maximal Overlap Discrete Wavelet Transform (MODWT) Algorithm
Description
Wavelet Transform Using Maximal Overlap Discrete Wavelet Transform (MODWT) Algorithm
Usage
WaveletFitting(ts, Wvlevels, Filter = "haar", bndry = "periodic", FFlag = TRUE)
Arguments
ts
Univariate time series
Wvlevels
The level of wavelet decomposition
Filter
Wavelet filter
bndry
The boundary condition of wavelet decomposition
FFlag
The FastFlag condition of wavelet decomposition: True or False
Value
WaveletSeries - The wavelet transform of the series
References
Aminghafari, M. and Poggi, J.M. 2007. Forecasting time series using wavelets. Internationa Journal of Wavelets, Multiresolution and Inforamtion Processing, 5, 709 to 724
Percival D. B. and Walden A. T. 2000. Wavelet Methods for Time-Series Analysis. Cambridge Univ. Press, U.K.
Paul R. K., Prajneshu and Ghosh H. 2013. Wavelet Frequency Domain Approach for Modelling and Forecasting of Indian Monsoon Rainfall Time-Series Data. Journal of the Indian society of agricultural statistics, 67, 319 to 327.
Examples
data<-rnorm(100,mean=100,sd=50)
WaveletFitting(ts=data,Wvlevels=3,Filter='haar',bndry='periodic',FFlag=TRUE)
WaveletANN documentation built on Sept. 8, 2022, 5:09 p.m.
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| WaveletFitting | R Documentation |
Wavelet Transform Using Maximal Overlap Discrete Wavelet Transform (MODWT) Algorithm
Description
Wavelet Transform Using Maximal Overlap Discrete Wavelet Transform (MODWT) Algorithm
Usage
WaveletFitting(ts, Wvlevels, Filter = "haar", bndry = "periodic", FFlag = TRUE)
Arguments
ts |
Univariate time series |
Wvlevels |
The level of wavelet decomposition |
Filter |
Wavelet filter |
bndry |
The boundary condition of wavelet decomposition |
FFlag |
The FastFlag condition of wavelet decomposition: True or False |
Value
WaveletSeries - The wavelet transform of the series
References
Aminghafari, M. and Poggi, J.M. 2007. Forecasting time series using wavelets. Internationa Journal of Wavelets, Multiresolution and Inforamtion Processing, 5, 709 to 724
Percival D. B. and Walden A. T. 2000. Wavelet Methods for Time-Series Analysis. Cambridge Univ. Press, U.K.
Paul R. K., Prajneshu and Ghosh H. 2013. Wavelet Frequency Domain Approach for Modelling and Forecasting of Indian Monsoon Rainfall Time-Series Data. Journal of the Indian society of agricultural statistics, 67, 319 to 327.
Examples
data<-rnorm(100,mean=100,sd=50) WaveletFitting(ts=data,Wvlevels=3,Filter='haar',bndry='periodic',FFlag=TRUE)
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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