- Tytuł:
- Wavelets in the prediction of short-time series
- Autorzy:
- Hadaś-Dyduch, Monika
- Powiązania:
- https://bibliotekanauki.pl/articles/584990.pdf
- Data publikacji:
- 2015
- Wydawca:
- Wydawnictwo Uniwersytetu Ekonomicznego we Wrocławiu
- Tematy:
-
wavelets
prediction
Daubechies wavelets
Haar wavelet - Opis:
- The aim of this article is to present original application wavelets to the prediction of short-term of time series. The model proposed to predict short-term time series (in particular for predicting macroeconomic indicators) is a model of copyright. The model is based on wavelet analysis, the Haar wavelet, the Daubechies wavelet and adaptive models. The Daubechies wavelets are a family of orthogonal wavelets and are characterized by a maximal number of vanishing moments for some given support. Adaptive models have been appropriately modified by the introduction of a wavelet function and combined into one predictive model. The results obtained from the study results indicate that the authorial model is an effective tool for short-term predictions. The model was applied to predict macroeconomic indicators.
- Źródło:
-
Mathematical Economics; 2015, 11(18); 43-54
1733-9707 - Pojawia się w:
- Mathematical Economics
- Dostawca treści:
- Biblioteka Nauki