Wavelet ARIMA Model

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


Reference manual

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0.1.1 by Ranjit Kumar Paul, 3 years 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