WaveletGBM: Wavelet Based Gradient Boosting Method

Wavelet decomposition method is very useful for modelling noisy time series data. Wavelet decomposition using 'haar' algorithm has been implemented to developed hybrid Wavelet GBM (Gradient Boosting Method) model for time series forecasting using algorithm by Anjoy and Paul (2017) <DOI:10.1007/s00521-017-3289-9>.

Getting started

Package details

AuthorDr. Ranjit Kumar Paul [aut, cre], Dr. Md Yeasin [aut]
MaintainerDr. Ranjit Kumar Paul <ranjitstat@gmail.com>
LicenseGPL-3
Version0.1.0
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("WaveletGBM")

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WaveletGBM documentation built on April 7, 2023, 9:07 a.m.