WaveletFitting {WaveletArima}R Documentation

Wavelet Transform Using Maximal Overlap Discrete Wavelet Transform (MODWT) Algorithm

Description

Transforms the time series data by using hybrid MODWT algorithm.

Usage

WaveletFitting(
  ts,
  WFilter = "haar",
  Wvlevels,
  bndry = "periodic",
  FFlag = TRUE
)

Arguments

ts

Univariate time series

WFilter

Wavelet filter use in the decomposition

Wvlevels

The level of wavelet decomposition

bndry

The boundary condition of wavelet decomposition:'periodic' or 'reflection'

FFlag

The FastFlag condition of wavelet decomposition: True or False

Value

References

Examples

data<-rnorm(100,mean=100,sd=50)
WaveletFitting(ts=data,Wvlevels=3,WFilter='haar',bndry='periodic',FFlag=TRUE)

[Package WaveletArima version 0.1.2 Index]