[R] Wavelets Forecast/Prediction

[Diego Ubuntu]

Is there any way to forecast/predict a time series using wavelets ? Is
there any package with that functionality included?

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Re: [R] Wavelets Forecast/Prediction

[Bert Gunter]

(internet) search!

e.g. on "R package wavelets"

There are several. See also the time series task view on CRAN.

-- Bert




Bert Gunter

"Data is not information. Information is not knowledge. And knowledge
is certainly not wisdom."
   -- Clifford Stoll


On Fri, Sep 11, 2015 at 10:58 PM, Diego Ubuntu  wrote:
> Is there any way to forecast/predict a time series using wavelets ? Is
> there any package with that functionality included?
>
> [[alternative HTML version deleted]]
>
> __
> R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.

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[R] wavelets

[user123]

I'm new to the topic of wavelets. When I tried to use the mra function in the
wavelets package, the data is not getting compressed. eg. if the original
data has 500 values , the output data also has the same.
However in MATLAB, depending on the level of decompositon, the data gets
compressed.
How do I implement this in R?

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Re: [R] wavelets

[Jeff Newmiller]

Study the topic more carefully, I suppose. My understanding is that wavelets do 
not in themselves compress anything, but because they sort out the interesting 
data from the uninteresting data, it can be easy to toss the uninteresting data 
(lossy data compression). Perhaps you should understand better what your Matlab 
library is doing.
---
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user123 tyagi...@gmail.com wrote:

I'm new to the topic of wavelets. When I tried to use the mra function in the
wavelets package, the data is not getting compressed. eg. if the original
data has 500 values , the output data also has the same.
However in MATLAB, depending on the level of decompositon, the data gets
compressed.
How do I implement this in R?

--
View this message in context: 
http://r.789695.n4.nabble.com/wavelets-tp3642973p3642973.html
Sent from the R help mailing list archive at Nabble.com.

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Re: [R] wavelets

[Mike Marchywka]

 From: jdnew...@dcn.davis.ca.us
 Date: Mon, 4 Jul 2011 00:45:41 -0700
 To: tyagi...@gmail.com; r-help@r-project.org
 Subject: Re: [R] wavelets

 Study the topic more carefully, I suppose. My understanding is that wavelets 
 do not in themselves compress anything, but because they sort out the 
 interesting data from the uninteresting data, it can be easy to toss the 
 uninteresting data (lossy data compression). Perhaps you should understand 
 better what your Matlab library is doing.
 ---
 Jeff Newmiller The . . Go Live...
 DCN:jdnew...@dcn.davis.ca.us Basics: ##.#. ##.#. Live Go...
 Live: OO#.. Dead: OO#.. Playing
 Research Engineer (Solar/Batteries O.O#. #.O#. with
 /Software/Embedded Controllers) .OO#. .OO#. rocks...1k
 ---
 Sent from my phone. Please excuse my brevity.

 user123 tyagi...@gmail.com wrote:

 I'm new to the topic of wavelets. When I tried to use the mra function in the
 wavelets package, the data is not getting compressed. eg. if the original
 data has 500 values , the output data also has the same.
 However in MATLAB, depending on the level of decompositon, the data gets
 compressed.
 How do I implement this in R?



can you post some code? You can always compress into one value of course by 
turning
bytes into a single char string, what you want is entropy. I posted some
example code before and I remember it took effort to not get the subsampling.
mra is probably multi-resolution analysis and I'd suppose you want all the 
samples.
You probably need paper and pencil however at this point. 
 





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[R] Wavelets

[Ashta]

Hi all,

I am trying to do wavelets and I got  an error message saying The
length of data is not a power of 2
Is there a way of handing  that? or should the data length be  exactly
the power of  2?
I am using   R version 2.9.2 (2009-08-24)
The is  library(wavethresh).

wds - wd(ds$v,filter.number=1)

Thanks

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Re: [R] Wavelets

[stephen sefick]

I believe that you can extend it to the power of 2 by padding it with
zeros.  I don't remember if it is at the begining or the end of the
time series.
hth

stephen

On Fri, Oct 23, 2009 at 7:56 AM, Ashta sewa...@gmail.com wrote:
 Hi all,

 I am trying to do wavelets and I got  an error message saying The
 length of data is not a power of 2
 Is there a way of handing  that? or should the data length be  exactly
 the power of  2?
 I am using   R version 2.9.2 (2009-08-24)
 The is  library(wavethresh).

 wds - wd(ds$v,filter.number=1)

 Thanks

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 R-help@r-project.org mailing list
 https://stat.ethz.ch/mailman/listinfo/r-help
 PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
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-- 
Stephen Sefick

Let's not spend our time and resources thinking about things that are
so little or so large that all they really do for us is puff us up and
make us feel like gods.  We are mammals, and have not exhausted the
annoying little problems of being mammals.

-K. Mullis

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Re: [R] Wavelets

[Josué Polanco]

hi all,

I don't use the package wavethresh, but I suppose that
should be possible to fill of ZEROS (zero padding) the time series,
such that its length has a 2^n elements. Another way is to
cut (remove) some elements, so that, the new length
has 2^n elements.

You can get more info. @
A practical guide to Wavelet Analysis
C. torrence and G. P.Compo
Bulleting of the American Meteorology. Society.
1998

I hope this help you,

--
Josue Polanco


On Fri, Oct 23, 2009 at 2:56 PM, Ashta sewa...@gmail.com wrote:
 Hi all,

 I am trying to do wavelets and I got  an error message saying The
 length of data is not a power of 2
 Is there a way of handing  that? or should the data length be  exactly
 the power of  2?
 I am using   R version 2.9.2 (2009-08-24)
 The is  library(wavethresh).

 wds - wd(ds$v,filter.number=1)

 Thanks

 __
 R-help@r-project.org mailing list
 https://stat.ethz.ch/mailman/listinfo/r-help
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-- 
Josué Mosés Polanco Martínez
Correo-e alternativo jom...@linuxmail.org

It is a wasted day unless you have learned something new and made
someone smile -Mark Weingartz.

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Re: [R] Wavelets

[Josué Polanco]

hi all,

On Fri, Oct 23, 2009 at 3:05 PM, stephen sefick ssef...@gmail.com wrote:
 I believe that you can extend it to the power of 2 by padding it with
 zeros.  I don't remember if it is at the begining or the end of the
 time series.
 hth

at the end of the time series

Cheers,

--
Josue Polanco



 stephen

 On Fri, Oct 23, 2009 at 7:56 AM, Ashta sewa...@gmail.com wrote:
 Hi all,

 I am trying to do wavelets and I got  an error message saying The
 length of data is not a power of 2
 Is there a way of handing  that? or should the data length be  exactly
 the power of  2?
 I am using   R version 2.9.2 (2009-08-24)
 The is  library(wavethresh).

 wds - wd(ds$v,filter.number=1)

 Thanks

 __
 R-help@r-project.org mailing list
 https://stat.ethz.ch/mailman/listinfo/r-help
 PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
 and provide commented, minimal, self-contained, reproducible code.




 --
 Stephen Sefick

 Let's not spend our time and resources thinking about things that are
 so little or so large that all they really do for us is puff us up and
 make us feel like gods.  We are mammals, and have not exhausted the
 annoying little problems of being mammals.

                                                                -K. Mullis

 __
 R-help@r-project.org mailing list
 https://stat.ethz.ch/mailman/listinfo/r-help
 PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
 and provide commented, minimal, self-contained, reproducible code.




-- 
Josué Mosés Polanco Martínez
Correo-e alternativo jom...@linuxmail.org

It is a wasted day unless you have learned something new and made
someone smile -Mark Weingartz.

__
R-help@r-project.org mailing list
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[R] Wavelets density estimation

[excalibur]

Hello,
i have a set of data X_1,...,X_n of an unknown density function f.

I want to estimate the density function f with wavelets.

Can I do this with the package wavethresh ? How ?

Thanks.
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