wpstREGR: Construct data frame using new time series using information...

In wavethresh: Wavelets Statistics and Transforms

Construct data frame using new time series using information from a previously constructed wpstRO object

Description

The makewpstRO function takes two time series, performs a nondecimated wavelet packet transform with the "dependent" variable one, stores the "best" packets (those that individually correlate with the response series) and returns the data frame that contains the response and the best packets. The idea is that the user then performs some kind of modelling between response and packets. This function takes a new "dependent" series and returns the best packets in a new data frame in the same format as the old one. The idea is that the model and the new data frame can be used together to predict new values for the response

Usage

wpstREGR(newTS, wpstRO)

Arguments

newTS	The new "dependent" time series
wpstRO	The previously constructed wpstRO object made by makewpstRO

Details

Description says it all

Value

New values of the response time series

Author(s)

G P Nason

References

See reference to Nason and Sapatinas paper in the help for makewpstRO.

See Also

makewpstRO, wpst

Examples

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# See extended example in makewpstRO help, includes example of using this fn
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wavethresh documentation built on Sept. 11, 2024, 9:33 p.m.