Wavelet-Based Spatial Time Series Models
Overview
An integrated wavelet-based spatial time series modelling framework designed to enhance predictive accuracy under noisy and nonstationary conditions by jointly exploiting multi-resolution (wavelet) information and spatial dependence. The package implements WaveSARIMA() (Wavelet Based Spatial AutoRegressive Integrated Moving Average model using regression features with forecast::auto.arima()) and WaveSNN() (Wavelet Based Spatial Neural Network model using neuralnet with hyperparameter search). Both functions support spatial transformation via a user-supplied spatial matrix, lag feature construction, MODWT-based wavelet sub-series feature generation, time-ordered train/test splitting, and performance evaluation (Root Mean Square Error (RMSE), Mean Absolute Error (MAE), R-squared (R²), and Mean Absolute Percentage Error (MAPE)), returning fitted models and actual vs predicted values for train and test sets. The package has been developed using the algorithm of Paul et al. (2023) doi:10.1007/s43538-025-00581-1.
Install
Health
- OK13 OK2026-09-08
- ERROR12 OK, 1 ERROR2026-09-07
- OK13 OK2026-08-05
- NOTE12 OK, 1 NOTE2026-08-01
- OK13 OK2026-06-09
Show 2 earlier changesHide 2 earlier changes
- ERROR12 OK, 1 ERROR2026-06-08
- OK5 OK2026-03-17
Documentation
- Help pages
- 2
- Examples that run
- 0%2 only when donttest examples are enabled (R CMD check --as-cran)
- Exported functions with examples
- 100%
- Documented parameters
- 88%
- Return-value docs
- 100%
- Help pages citing references
- 100%
Downloads
Dependencies
Code & Tests
People & History
- RR 4.6.0 released · 2026-04-24
- 0.1.0Latest2026-03-16 · current release
- RR 4.5.0 released · 2025-04-11
Package metadata
- First published
- 2026-03-16
- Total releases
- 1 / 1 yrs
- License
- GPL-3 OSI
- Download size
- 6.6 KB
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