Wavelet System Prediction
Plot function: Plot original time series and decomposed frequency comp...
Replace Boundary Wavelet Coefficients with Missing Values (NA).
Padding data to dyadic sample size
Variance Transformation Operation for Validation
Generate predictor and response data from AR4 model.
Generate predictor and response data from AR9 model.
Produces an estimate of the multiscale variance along with approximate...
Variance Transformation Operation - AT(a trous)
Variance Transformation Operation for Validation
a trous (AT) based additive decompostion using Daubechies family wavel...
Generate predictor and response data from AR1 model.
Generate predictor and response data: Hysteresis Loop
Generate predictor and response data: Rossler system
Generate predictor and response data: Sinewave model
Generate predictor and response data from TAR1 model.
Generate predictor and response data from TAR2 model.
Variance Transformation Operation - MRA
Variance Transformation Operation for Validation
Plot function: Variance structure before and after variance transforma...
Modified k-nearest neighbour conditional bootstrap or regression funct...
Leave one out cross validation.
Variance Transformation Operation - MODWT
Calculate PIC
R2 threshold by re-sampling approach
Scale to frequency by Matlab
Scale to frequency by R
Calculate Standardized Precipitation Index, SPI
Calculate stepwise high order VT in calibration
Calculate stepwise high order VT in validation
WASP: WAvelet System Prediction
The wavelet-based variance transformation method is used for system modelling and prediction. It refines predictor spectral representation using Wavelet Theory, which leads to improved model specifications and prediction accuracy. Details of methodologies used in the package can be found in Jiang, Z., Sharma, A., & Johnson, F. (2020) <doi:10.1029/2019WR026962>, Jiang, Z., Rashid, M. M., Johnson, F., & Sharma, A. (2020) <doi:10.1016/j.envsoft.2020.104907>, and Jiang, Z., Sharma, A., & Johnson, F. (2021) <doi:10.1016/J.JHYDROL.2021.126816>.