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WaveletETS  

Wavelet Based Error Trend Seasonality Model
View on CRAN: Click here


Download and install WaveletETS package within the R console
Install from CRAN:
install.packages("WaveletETS")

Install from Github:
library("remotes")
install_github("cran/WaveletETS")

Install by package version:
library("remotes")
install_version("WaveletETS", "0.1.0")



Attach the package and use:
library("WaveletETS")
Maintained by
Dr. Md Yeasin
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2023-04-05
Latest Update: 2023-04-05
Description:
ETS stands for Error, Trend, and Seasonality, and it is a popular time series forecasting method. Wavelet decomposition can be used for denoising, compression, and feature extraction of signals. By removing the high-frequency components, wavelet decomposition can remove noise from the data while preserving important features. A hybrid Wavelet ETS(Error Trend-Seasonality) model has been developed for time series forecasting using algorithm of Anjoy and Paul (2017) <doi:10.1007/s00521-017-3289-9>.
How to cite:
Dr. Md Yeasin (2023). WaveletETS: Wavelet Based Error Trend Seasonality Model. R package version 0.1.0, https://cran.r-project.org/web/packages/WaveletETS. Accessed 21 Nov. 2024.
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