Hybrid Model for Time Series of Complex Structure with ARIMA Components

Hybrid Model for Time Series of Complex Structure with ARIMA Components

A hybrid model for the time series of complex structure (HMTS) was proposed. It is based on the combination of function expansions in a wavelet series with ARIMA models. HMTS has regular and anomalous components. The time series components, obtained after expansion, have a simpler structure that mak...

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Bibliographic Details
Main Authors: Oksana Mandrikova, Nadezhda Fetisova, Yuriy Polozov
Format: Article
Language:English
Published: MDPI AG 2021-05-01
Series:Mathematics
Subjects:
time series model
wavelet transform
ARIMA model
neural network NARX
ionospheric parameters
Online Access:https://www.mdpi.com/2227-7390/9/10/1122

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