A wavelet-based model for forecasting non-stationary processes
van Bellegem, S., Fryzlewicz, P.
& von Sachs, R.
(2003).
A wavelet-based model for forecasting non-stationary processes.
In
Gazeau, J., Kerner, R., Antoine, J. & Metens, S.
(Eds.),
Group 24: Physical and Mathematical Aspects of Symmetries: Proceedings of the 24th International Colloquium on Group Theoretical
(pp. 955-958).
Institute of Physics Publishing.
& von Sachs, R.
(2003).
A wavelet-based model for forecasting non-stationary processes.
In
Gazeau, J., Kerner, R., Antoine, J. & Metens, S.
(Eds.),
Group 24: Physical and Mathematical Aspects of Symmetries: Proceedings of the 24th International Colloquium on Group Theoretical
(pp. 955-958).
Institute of Physics Publishing.
In this article we discuss recent results on modelling and forecasting covariance non-stationary stochastic processes using non-decimated wavelets.