A wavelet-based model for forecasting non-stationary processes
van Bellegem, Sébastien; Fryzlewicz, Piotr
; and von Sachs, Rainer
(2003)
A wavelet-based model for forecasting non-stationary processes
In:
Group 24: Physical and Mathematical Aspects of Symmetries: Proceedings of the 24th International Colloquium on Group Theoretical.
Institute of Physics conference series
(173).
Institute of Physics Publishing, Bristol, UK, pp. 955-958.
ISBN 9780750309334
; and von Sachs, Rainer
(2003)
A wavelet-based model for forecasting non-stationary processes
In:
Group 24: Physical and Mathematical Aspects of Symmetries: Proceedings of the 24th International Colloquium on Group Theoretical.
Institute of Physics conference series
(173).
Institute of Physics Publishing, Bristol, UK, pp. 955-958.
ISBN 9780750309334
In this article we discuss recent results on modelling and forecasting covariance non-stationary stochastic processes using non-decimated wavelets.
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