Package: WaveletArima 0.1.2
WaveletArima: Wavelet-ARIMA Model for Time Series Forecasting
Noise in the time-series data significantly affects the accuracy of the ARIMA model. Wavelet transformation decomposes the time series data into subcomponents to reduce the noise and help to improve the model performance. The wavelet-ARIMA model can achieve higher prediction accuracy than the traditional ARIMA model. This package provides Wavelet-ARIMA model for time series forecasting based on the algorithm by Aminghafari and Poggi (2012) and Paul and Anjoy (2018) <doi:10.1142/S0219691307002002> <doi:10.1007/s00704-017-2271-x>.
Authors:
WaveletArima_0.1.2.tar.gz
WaveletArima_0.1.2.zip(r-4.5)WaveletArima_0.1.2.zip(r-4.4)WaveletArima_0.1.2.zip(r-4.3)
WaveletArima_0.1.2.tgz(r-4.4-any)WaveletArima_0.1.2.tgz(r-4.3-any)
WaveletArima_0.1.2.tar.gz(r-4.5-noble)WaveletArima_0.1.2.tar.gz(r-4.4-noble)
WaveletArima_0.1.2.tgz(r-4.4-emscripten)WaveletArima_0.1.2.tgz(r-4.3-emscripten)
WaveletArima.pdf |WaveletArima.html✨
WaveletArima/json (API)
# Install 'WaveletArima' in R: |
install.packages('WaveletArima', repos = c('https://ranjitstat.r-universe.dev', 'https://cloud.r-project.org')) |
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated 2 years agofrom:c326e242ea. Checks:OK: 7. Indexed: yes.
Target | Result | Date |
---|---|---|
Doc / Vignettes | OK | Oct 13 2024 |
R-4.5-win | OK | Oct 13 2024 |
R-4.5-linux | OK | Oct 13 2024 |
R-4.4-win | OK | Oct 13 2024 |
R-4.4-mac | OK | Oct 13 2024 |
R-4.3-win | OK | Oct 13 2024 |
R-4.3-mac | OK | Oct 13 2024 |
Exports:WaveletFittingWaveletFittingarma
Dependencies:clicolorspacecurlfansifarverforecastfracdiffgenericsggplot2gluegtableisobandjsonlitelabelinglatticelifecyclelmtestmagrittrMASSMatrixmgcvmunsellnlmennetpillarpkgconfigquadprogquantmodR6RColorBrewerRcppRcppArmadillorlangscalestibbletimeDatetseriesTTRurcautf8vctrsviridisLitewaveletswithrxtszoo
Readme and manuals
Help Manual
Help page | Topics |
---|---|
Wavelet Transform Using Maximal Overlap Discrete Wavelet Transform (MODWT) Algorithm | WaveletFitting |
Wavelet-ARIMA hybrid model for forecasting | WaveletFittingarma |