WaveletFitting

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

The wavelet and ANN technique have been combined to reduce the effect of data noise. This wavelet-ANN conjunction model is able to forecast time series data with better accuracy than the traditional time series model. This package fits hybrid Wavelet ANN model for time series forecasting using algorithm by Anjoy and Paul (2017) <DOI: 10.1007/s00521-017-3289-9>.

Dr. Kumar Paul

WaveletANN

Wavelet ANN Model

 Dr. Ranjit Kumar Paul

Dr. Md Yeasin

WaveletFitting function

<dl><dt>ts</dt>
<dd>Univariate time series</dd>
<dt>Wvlevels</dt>
<dd>The level of wavelet decomposition</dd>
<dt>Filter</dt>
<dd>Wavelet filter</dd>
<dt>bndry</dt>
<dd>The boundary condition of wavelet decomposition</dd>
<dt>FFlag</dt>
<dd>The FastFlag condition of wavelet decomposition: True or False</dd></dl>

Arguments

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

<dl>

<dt>ts</dt>
<dd>Univariate time series</dd>


<dt>Wvlevels</dt>
<dd>The level of wavelet decomposition</dd>


<dt>Filter</dt>
<dd>Wavelet filter</dd>


<dt>bndry</dt>
<dd>The boundary condition of wavelet decomposition</dd>


<dt>FFlag</dt>
<dd>The FastFlag condition of wavelet decomposition: True or False</dd>

</dl>

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

Description

Usage

Value

Arguments

References

Examples