Fast wavelet transform assisted predictors of streaming time series
We developed an implementation of a novel shift variance theorem of the fast wavelet transform (FWT), suitable to the multiresolution analysis of streaming univariate datasets, using compactly supported Daubechies Wavelets. The theorem is used to reduce the computational complexity of the FWT, and a...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Elsevier
2018-07-01
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| Series: | SoftwareX |
| Online Access: | http://www.sciencedirect.com/science/article/pii/S2352711017300481 |