The wavelet scaling approach to forecasting: Verification on a large set of Noisy data
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DOI: 10.1002/for.2634
Abstract: In the paper, we undertake a detailed empirical verification of wavelet scaling as a forecasting method through its application to a large set of noisy data. The method consists of two steps. In the first,… read more here.
Keywords: set noisy; noisy data; wavelet scaling; large set ... See more keywords