| WaveletFitting {WaveletANN} | R Documentation |
Wavelet Transform Using Maximal Overlap Discrete Wavelet Transform (MODWT) Algorithm
Description
Wavelet Transform Using Maximal Overlap Discrete Wavelet Transform (MODWT) Algorithm
Usage
WaveletFitting(ts, Wvlevels, Filter = "haar", bndry = "periodic", FFlag = TRUE)
Arguments
ts |
Univariate time series |
Wvlevels |
The level of wavelet decomposition |
Filter |
Wavelet filter |
bndry |
The boundary condition of wavelet decomposition |
FFlag |
The FastFlag condition of wavelet decomposition: True or False |
Value
WaveletSeries - The wavelet transform of the series
References
Aminghafari, M. and Poggi, J.M. 2007. Forecasting time series using wavelets. Internationa Journal of Wavelets, Multiresolution and Inforamtion Processing, 5, 709 to 724
Percival D. B. and Walden A. T. 2000. Wavelet Methods for Time-Series Analysis. Cambridge Univ. Press, U.K.
Paul R. K., Prajneshu and Ghosh H. 2013. Wavelet Frequency Domain Approach for Modelling and Forecasting of Indian Monsoon Rainfall Time-Series Data. Journal of the Indian society of agricultural statistics, 67, 319 to 327.
Examples
data<-rnorm(100,mean=100,sd=50)
WaveletFitting(ts=data,Wvlevels=3,Filter='haar',bndry='periodic',FFlag=TRUE)