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
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-prerel: forecastLSW_1.0.zip, r-release: forecastLSW_1.0.zip, r-oldrel: forecastLSW_1.0.zip
macOS binaries:	r-prerel (arm64): forecastLSW_1.0.tgz, r-release (arm64): forecastLSW_1.0.tgz, r-oldrel (arm64): forecastLSW_1.0.tgz, r-prerel (x86_64): forecastLSW_1.0.tgz, r-release (x86_64): forecastLSW_1.0.tgz

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