forecastLSW: Forecasting Routines for Locally Stationary Wavelet Processes

Implementation to perform forecasting of locally stationary wavelet processes by examining the local second order structure of the time series.

Package details

AuthorRebecca Killick [aut, cre], Matt Nunes [aut], Guy Nason [aut], Marina Knight [aut], Idris Eckley [ctb]
MaintainerRebecca Killick <r.killick@lancs.ac.uk>
LicenseGPL-2
Version1.1.1
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("forecastLSW")

Try the forecastLSW package in your browser

Any scripts or data that you put into this service are public.

forecastLSW documentation built on Aug. 22, 2025, 1:09 a.m.