A wavelet-based model for forecasting non-stationary processes

S Van Bellegem; PZ Fryzlewicz; R von Sachs

A wavelet-based model for forecasting non-stationary processes

S Van Bellegem, PZ Fryzlewicz, R von Sachs

School of Mathematics

Research output: Contribution to journal › Article (Academic Journal) › peer-review

1 Citation (Scopus)

Abstract

In this article, we discuss recent results on modelling and forecasting covariance non-stationary stochastic processes using non-decimated wavelets.

Translated title of the contribution	A wavelet-based model for forecasting non-stationary processes
Original language	English
Pages (from-to)	955 - 958
Journal	Group 24: Physical and Mathemtical Aspects of Symmetries Institute of Physics Conference Series
Volume	173
Publication status	Published - 2003

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Publisher: IOP Publishing Ltd
Other identifier: IDS number BAN49

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@article{5177351b52844f3eba8fa97457b65bb1,

title = "A wavelet-based model for forecasting non-stationary processes",

abstract = "In this article, we discuss recent results on modelling and forecasting covariance non-stationary stochastic processes using non-decimated wavelets.",

author = "{Van Bellegem}, S and PZ Fryzlewicz and {von Sachs}, R",

note = "Publisher: IOP Publishing Ltd Other identifier: IDS number BAN49",

year = "2003",

language = "English",

volume = "173",

pages = "955 -- 958",

journal = "Group 24: Physical and Mathemtical Aspects of Symmetries Institute of Physics Conference Series",

}

TY - JOUR

T1 - A wavelet-based model for forecasting non-stationary processes

AU - Van Bellegem, S

AU - Fryzlewicz, PZ

AU - von Sachs, R

N1 - Publisher: IOP Publishing Ltd Other identifier: IDS number BAN49

PY - 2003

Y1 - 2003

N2 - In this article, we discuss recent results on modelling and forecasting covariance non-stationary stochastic processes using non-decimated wavelets.

AB - In this article, we discuss recent results on modelling and forecasting covariance non-stationary stochastic processes using non-decimated wavelets.

M3 - Article (Academic Journal)

VL - 173

SP - 955

EP - 958

JO - Group 24: Physical and Mathemtical Aspects of Symmetries Institute of Physics Conference Series

JF - Group 24: Physical and Mathemtical Aspects of Symmetries Institute of Physics Conference Series

ER -

A wavelet-based model for forecasting non-stationary processes

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