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Start Over Topic autoregressive models Publication Year Range Last 50 years Journal applied mathematics & computation

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1. Wavelet decomposition and autoregressive model for time series prediction

Author

Ben Mabrouk, A., Ben Abdallah, N., and Dhifaoui, Z.

Subjects
*PAPER, *FIBERS, *WRITING materials & instruments, *ART materials
Abstract

Abstract: In this paper we expose new method to analyse time series. The method is essentially applied for the prediction of time series among approximation and modelisation. It is based on wavelet decomposition combined with autoregressive models. An iterative procedure is applied and the performance of the estimator is measured by standardized error. Finally, a comparison with some existing models and methods has been pointed out to prove the performance of our’s. [Copyright &y& Elsevier]

Published
2008
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