This paper extends wavelet methodology to handle co-movement dynamics of multivariate time series via moving weighted regression on wavelet coefficients. The concept of wavelet local multiple correlation is used to produce one single set of multi-scale correlations along time, in contrast with...

This paper presents a method for the estimation and forecast of worldwide local emission levels based on a space-time extension of a discrete thin-plate smoothing model in the frequency domain. The proposed method can potentially be applied where there is an interest in forecasting the time...