emd.pred {EMD} | R Documentation |
Prediction by EMD and VAR model
Description
This function calculates prediction values and confidence limits using EMD and VAR (vector autoregressive) model.
Usage
emd.pred(varpred, trendpred, ci = 0.95, figure = TRUE)
Arguments
varpred |
prediction result of IMF's by VAR model. |
trendpred |
prediction result of residue by polynomial regression model. |
ci |
confidence interval level. |
figure |
specifies whether prediction result is displayed. |
Details
This function calculates prediction values and confidence limits using EMD and VAR (vector autoregressive) model. See Kim et al. (2008) for detalis.
Value
fcst |
prediction values |
lower |
lower limits of prediction |
upper |
upper limits of prediction |
References
Kim, D, Paek, S.-H. and Oh, H.-S. (2008) A Hilbert-Huang Transform Approach for Predicting Cyber-Attacks. Journal of the Korean Statistical Society, 37, 277–283, doi:10.1016/j.jkss.2008.02.006.
[Package EMD version 1.5.9 Index]