Wavelet-ARIMA Model for Time Series Forecasting
Overview
Noise in the time-series data significantly affects the accuracy of the ARIMA model. Wavelet transformation decomposes the time series data into subcomponents to reduce the noise and help to improve the model performance. The wavelet-ARIMA model can achieve higher prediction accuracy than the traditional ARIMA model. This package provides Wavelet-ARIMA model for time series forecasting based on the algorithm by Aminghafari and Poggi (2012) and Paul and Anjoy (2018) doi:10.1142/S0219691307002002 doi:10.1007/s00704-017-2271-x.
Install
Health
- OK13 OK2026-08-05
- NOTE12 OK, 1 NOTE2026-08-01
- OK14 OK2026-03-10
Documentation
- Help pages
- 2
- Examples that run
- 100%2 run in a plain check
- Exported functions with examples
- 100%
- Documented parameters
- 100%
- Return-value docs
- 100%
- Help pages citing references
- 100%
Downloads
Dependencies
Installing WaveletArima adds 29 packages (17 with compiled code, 21 MB of source tarballs). Heaviest: ggplot2 6.0 MB, colorspace 2.0 MB, Rcpp 1.8 MB.
Code & Tests
People & History
Maintainer since 0.1.0 (2017)
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- RR 4.6.0 released · 2026-04-24
- RR 4.5.0 released · 2025-04-11
- RR 4.4.0 released · 2024-04-24
- RR 4.3.0 released · 2023-04-21
- 0.1.2Latest
- RR 4.2.0 released · 2022-04-22
- RR 4.1.0 released · 2021-05-18
- RR 4.0.0 released · 2020-04-24
- RR 3.6.0 released · 2019-04-26
- 0.1.12018-06-01 · diff ↗
- RR 3.5.0 released · 2018-04-23
- 0.1.02017-10-25
- RR 3.4.0 released · 2017-04-21
Package metadata
- First published
- 2017-10-25
- Total releases
- 3 / 9 yrs
- License
- GPL-3 OSI
- Download size
- 3.3 KB
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