Forecast of time series using their segmentation based on wavelet analysis of scalogram
Journal Title: Реєстрація, зберігання і обробка даних - Year 2016, Vol 18, Issue 1
Abstract
It is presented a methodological approach in developing models predicting time series which is in application of the properties of frequency-ordered energy coefficients of orthogonal analysis of the levels of wavelet decomposition for to identify long-term trends, seasonal and noise components. Then, it is performed a segmentation of the results of wavelet decomposition of the time series and forecast of each segment separately. Fig.: 3. Refs: 19 titles.
Authors and Affiliations
A. Voloshko, N. Muzyka
Keywords
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