Some New Methods for Prediction of Time Series by Wavelets
Somayeh Mireh, Mina Aminghafari · Journal of Statistical Research of Iran · 2009
Extended Abstract. Forecasting is one of the most important purposes of time series analysis. For many years, classical methods were used for this aim. But these methods do not give good performance results for real time series due to non-linearity and non-stationarity of these data sets.