Additive decomposition and boundary conditions in wavelet-based forecasting approaches
Year of publication: |
2014
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Authors: | Bašta, Milan |
Published in: |
Acta oeconomica Pragensia : vědecký časopis Vysoke Školy Ekonomické v Praze. - Praha : [Verlag nicht ermittelbar], ISSN 0572-3043, ZDB-ID 959721-9. - Vol. 22.2014, 2, p. 48-70
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Subject: | time series | wavelets | forecasting | decomposition | finance | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model | Dekompositionsverfahren | Decomposition method | Theorie | Theory | Zustandsraummodell | State space model |
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