Long Term Prediction of Nonlinear Time Series Using Multiresolution Wavelet Models

Wei, H.L. and Billings, S.A. (2005) Long Term Prediction of Nonlinear Time Series Using Multiresolution Wavelet Models. UNSPECIFIED. ACSE Research Report 882 . Department of Automatic Control and Systems Engineering

Abstract

Metadata

Item Type: Monograph
Authors/Creators:
  • Wei, H.L.
  • Billings, S.A.
Copyright, Publisher and Additional Information:

The Department of Automatic Control and Systems Engineering research reports offer a forum for the research output of the academic staff and research students of the Department at the University of Sheffield. Papers are reviewed for quality and presentation by a departmental editor. However, the contents and opinions expressed remain the responsibility of the authors. Some papers in the series may have been subsequently published elsewhere and you are advised to cite the later published version in these instances.

Keywords: Long term prediction; Multiresolution wavelet decomposition; Multi-step-ahead prediction; Time series
Dates:
  • Published: February 2005
Institution: The University of Sheffield
Academic Units: The University of Sheffield > Faculty of Engineering (Sheffield) > Department of Automatic Control and Systems Engineering (Sheffield) > ACSE Research Reports
Depositing User: MRS ALISON THERESA BARNETT
Date Deposited: 07 Apr 2015 11:45
Last Modified: 25 Oct 2016 15:01
Status: Published
Publisher: Department of Automatic Control and Systems Engineering
Series Name: ACSE Research Report 882
Open Archives Initiative ID (OAI ID):

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