期刊
IEEE TRANSACTIONS ON SYSTEMS MAN AND CYBERNETICS PART B-CYBERNETICS
卷 35, 期 6, 页码 1241-1251出版社
IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC
DOI: 10.1109/TSMCB.2005.850182
关键词
autoregression; filtering; forecasting; Kalman filter; model; resolution; scale; time series; wavelet transform
We survey a number of applications of the wavelet transform in time series prediction. We show how multiresolution prediction can capture short-range and long-term dependencies with only a few parameters to be estimated. We then develop a new multiresolution methodology for combined noise filtering and prediction, based on an approach which is similar to the Kalman filter. Based on considerable experimental assessment, we demonstrate the powerfulness of this methodology.
作者
我是这篇论文的作者
点击您的名字以认领此论文并将其添加到您的个人资料中。
推荐
暂无数据