MODWT-ARMA model for time series prediction
Work
Year: 2013
Type: article
Abstract: Many time series in the applied sciences display a time-varying second order structure and long-range dependence (LRD). In this paper, we present a hybrid MODWT-ARMA model by combining the maximal ove... more
Source: Applied Mathematical Modelling
Authors Li Zhu, Yanxin Wang, Qibin Fan
Cites: 22
Cited by: 106
Related to: 10
FWCI: 4.015
Citation percentile (by year/subfield): 98.27
Subfield: Economics and Econometrics
Domain: Social Sciences
Sustainable Development Goal Climate action
Open Access status: hybrid
APC paid (est): $3,480
Grant ID 61179039