forecastLSW: Forecasting Routines for Locally Stationary Wavelet Processes
Rebecca Killick, Matthew A. Nunes, Guy P. Nason, Marina I. Knight · 2023
Implementation to perform forecasting of locally stationary wavelet processes by examining the local second order structure of the time series.Depends R(>= 3.5.0),stats, locits, wavethresh, parallel, lpacf, methods Imports forecast