forecastLSW

Forecasting Routines for Locally Stationary Wavelet Processes

CRAN Package

Implementation to perform forecasting of locally stationary wavelet processes by examining the local second order structure of the time series.

  • Version1.0
  • R version≥ 3.5.0 stats,
  • LicenseGPL-2
  • Needs compilation?No
  • Last release04/25/2023

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  • Depends6 packages
  • Imports1 package