The Adequateness of Wavelet Based Model for Time Series

Santoso, Rukun and Subanar, Subanar and Rosadi, Dedi and Suhartono, Suhartono (2013) The Adequateness of Wavelet Based Model for Time Series. Journal of Physics: Conference Series, 423 012010 . pp. 1-8. ISSN Conf. Ser. 423 012010

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Official URL: http://iopscience.iop.org/1742-6596/423/1/012010)

Abstract

In general, time series is modeled as summation of known information i.e. historical information components, and unknown information i.e. random component. In wavelet based model, time series is represented as linear model of wavelet coecients. Wavelet based model captures the time series feature perfectly when the historical information components dominate the process. In other hand, it has low enforcement when the random component dominates the process. This paper proposes an eort to develop the adequateness of wavelet based model, when the random component dominated the process. By weighted summation, the data is carried to the new form which has higher dependencies. Consequently, wavelet based model will work better. Finally, it is hoped that the better prediction of wavelet based model will be carried to the original prediction in reverting process.

Item Type:Article
Subjects:Q Science > Q Science (General)
Divisions:Faculty of Science and Mathematics > Department of Statistics
ID Code:39013
Deposited By:Mr Hasbi Yasin
Deposited On:18 Apr 2013 10:01
Last Modified:18 Apr 2013 10:01

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