A wavelet-based model for forecasting non-stationary processes

S Van Bellegem, PZ Fryzlewicz, R von Sachs

Research output: Contribution to journalArticle (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 contributionA wavelet-based model for forecasting non-stationary processes
Original languageEnglish
Pages (from-to)955 - 958
JournalGroup 24: Physical and Mathemtical Aspects of Symmetries Institute of Physics Conference Series
Volume173
Publication statusPublished - 2003

Bibliographical note

Publisher: IOP Publishing Ltd
Other identifier: IDS number BAN49

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