Ewnet: An Ensemble Wavelet Neural Network for Forecasting and
Epicasting
Description
Method and tool for generating time series forecasts using
an ensemble wavelet-based auto-regressive neural network architecture. This method provides
additional support of exogenous variables and also generates confidence interval. This
package provides EWNet model for time series forecasting based on the algorithm by
Panja, et al. (2022) and Panja, et al. (2023) .