Re: [R] Wavelets Forecast/Prediction

(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 U

[R] Wavelets Forecast/Prediction

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.eth

Re: [R] wavelets

> 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

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 b

[R] wavelets

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 d

Re: [R] Wavelets

hi all, On Fri, Oct 23, 2009 at 3:05 PM, stephen sefick 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

Re: [R] Wavelets

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 practica

Re: [R] Wavelets

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 wrote: > Hi all, > > I am trying to do wavelets and I got  an error message saying "The > leng

[R] Wavelets

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.numbe

[R] Wavelets density estimation

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. -- View this message in context: http://www.nabble.com/Wavelets-density-estimation-tp15496157p15496157.h