Forecasting Routines for Locally Stationary Wavelet Processes

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

Reference manual

install.packages("forecastLSW")

1.1.1 by Rebecca Killick, a year ago

Browse source code at https://github.com/cran/forecastLSW

Authors: Rebecca Killick [aut, cre] , Matt Nunes [aut] , Guy Nason [aut] , Marina Knight [aut] , Idris Eckley [ctb]

Documentation: PDF Manual

GPL-2 license

Imports forecast

Depends on stats, locits, wavethresh, parallel, lpacf, methods