Wavelet ARIMA Model

Fits hybrid Wavelet ARIMA model for time series forecasting using algorithm by Aminghafari and Poggi (2012) .


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Reference manual

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install.packages("WaveletArima")

0.1.1 by Ranjit Kumar Paul, a year ago


Browse source code at https://github.com/cran/WaveletArima


Authors: Ranjit Kumar Paul and Sandipan Samanta


Documentation:   PDF Manual  


GPL license


Imports stats, wavelets, fracdiff, forecast


See at CRAN