On the use of the wavelet decomposition for time series prediction
نویسنده
چکیده
This paper deals with the problem of nonlinear time series prediction. The method uses a couple of lters to decompose iteratively the series. This sc heme leads to a time series whic h con tains the slo w est dynamics and a hierarchy of detail time series which contain intermediate, up to the highest, dynamics. The new series are then used for modeling and predicting. The result obtained on the Mackey-Glass chaotic series show the eÆciency of this approach.
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عنوان ژورنال:
- Neurocomputing
دوره 48 شماره
صفحات -
تاریخ انتشار 2000