forecastLSW: 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.

Version: 1.0
Depends: R (≥ 3.5.0), stats, locits, wavethresh, parallel, lpacf, methods
Imports: forecast
Published: 2023-04-25
DOI: 10.32614/CRAN.package.forecastLSW
Author: Rebecca Killick [aut, cre], Matt Nunes [aut], Guy Nason [aut], Marina Knight [aut], Idris Eckley [ctb]
Maintainer: Rebecca Killick <r.killick at lancs.ac.uk>
License: GPL-2
NeedsCompilation: no
Materials: NEWS
In views: TimeSeries
CRAN checks: forecastLSW results

Documentation:

Reference manual: forecastLSW.pdf

Downloads:

Package source: forecastLSW_1.0.tar.gz
Windows binaries: r-devel: forecastLSW_1.0.zip, r-release: forecastLSW_1.0.zip, r-oldrel: forecastLSW_1.0.zip
macOS binaries: r-release (arm64): forecastLSW_1.0.tgz, r-oldrel (arm64): forecastLSW_1.0.tgz, r-release (x86_64): forecastLSW_1.0.tgz, r-oldrel (x86_64): forecastLSW_1.0.tgz

Linking:

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