ts_fil_wavelet {tspredit}

Wavelet Filter

Description

Wavelet Filter

Usage

ts_fil_wavelet(filter = "haar")

Arguments

filter

Availables wavelet filters: haar, d4, la8, bl14, c6

Value

a ts_fil_wavelet object.

Examples

# time series with noise
library(daltoolbox)
data(sin_data)
sin_data$y[9] <- 2*sin_data$y[9]

# filter
filter <- ts_fil_wavelet()
filter <- fit(filter, sin_data$y)
y <- transform(filter, sin_data$y)

# plot
plot_ts_pred(y=sin_data$y, yadj=y)