Forecasting Routines for Locally Stationary Wavelet Processes
Analyzes the abmld2 data, see below for more details.
Analyzes the windanomaly data, see below for more details.
Forecasts future values of the time series x h-steps ahead. (for t...
Forecasting for locally stationary (wavelet) time series based on the ...
Function to produce a plot of data forecasts.
Do automatic Box-Jenkins ARIMA fit and forecast.
Plot the results of forecasting using forecastlpacf
Prints a forecastlpacf object
Print out summary information about a forecastlpacf object
Compare locally stationary forecasting with Box-Jenkins-type forecasti...
Find out what wavelet is good for forecasting your series.
Implementation to perform forecasting of locally stationary wavelet processes by examining the local second order structure of the time series.