Application of wavelet decomposition in time-series forecasting
Keyi Zhang, Ramazan Gençay, M. Ege Yazgan
| Year of publication: |
September 2017
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|---|---|
| Authors: | Zhang, Keyi ; Gençay, Ramazan ; Yazgan, Mustafa Ege |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 158.2017, p. 41-46
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| Subject: | Wavelet decomposition | Combining forecasts | Reconciling forecasts | Hierarchical time series | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Zustandsraummodell | State space model | Theorie | Theory | Prognose | Forecast | Dekompositionsverfahren | Decomposition method |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econlet.2017.06.010 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011849785