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forecastLSW

Forecasting Routines for Locally Stationary Wavelet Processes

v1.1.1 · Aug 21, 2025 · GPL-2

Description

Implementation to perform forecasting of locally stationary wavelet processes by examining the local second order structure of the time series.

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CRAN Check Status

14 OK
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r-devel-linux-x86_64-debian-clang OK
r-devel-linux-x86_64-debian-gcc OK
r-devel-linux-x86_64-fedora-clang OK
r-devel-linux-x86_64-fedora-gcc OK
r-devel-macos-arm64 OK
r-devel-windows-x86_64 OK
r-oldrel-macos-arm64 OK
r-oldrel-macos-x86_64 OK
r-oldrel-windows-x86_64 OK
r-patched-linux-x86_64 OK
r-release-linux-x86_64 OK
r-release-macos-arm64 OK
r-release-macos-x86_64 OK
r-release-windows-x86_64 OK

Check History

OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026

Dependency Network

Dependencies Reverse dependencies locits wavethresh lpacf forecast forecastLSW

Version History

new 1.1.1 Mar 10, 2026
updated 1.1.1 ← 1.0 diff Aug 20, 2025
new 1.0 Apr 24, 2023