EMD (version 1.5.9)

emd.pred: 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.

Value

fcst

prediction values

lower

lower limits of prediction

upper

upper limits of prediction

Details

This function calculates prediction values and confidence limits using EMD and VAR (vector autoregressive) model. See Kim et al. (2008) for detalis.

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.