Application of wavelet transform in the long distance forecast of time series
Wei Liu, Liu Fei, Liu Dan-dan · Journal of Heilongjiang Institute of Technology · 2006
It piesents the long distance forecast of time series with the model of Kalman filter and its upgrade model.The application of wavelet transform in the long forecast of time series is provided as well.By decomposing the time series signal by wavelet transform,and rebuilding the low frequency signal,the signal resampled to form a child series to forecast.