Predictability of Nonstationary Time Series using Wavelet and Empirical Mode Decomposition Based ARMA Models

The idea of time series forecasting techniques is that the past has certain information about future. So, the question of how the information is encoded in the past can be interpreted and later used to extrapolate events of future constitute the crux of time series analysis and forecasting. Several...

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Bibliographic Details
Main Author: Lanka, Karthikeyan
Other Authors: Kumar, D Nagesh
Language:en_US
Published: 2018
Subjects:
Online Access:http://etd.iisc.ernet.in/2005/3363
http://etd.iisc.ernet.in/abstracts/4218/G25747-Abs.pdf