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WaveletETS

Wavelet Based Error Trend Seasonality Model

ETS stands for Error, Trend, and Seasonality, and it is a popular time series forecasting method. Wavelet decomposition can be used for denoising, compression, and feature extraction of signals. By removing the high-frequency components, wavelet decomposition can remove noise from the data while preserving important features. A hybrid Wavelet ETS (Error Trend-Seasonality) model has been developed for time series forecasting using algorithm of Anjoy and Paul (2017) <DOI:10.1007/s00521-017-3289-9>.

Versions across snapshots

VersionRepositoryFileSize
0.1.0 rolling linux/jammy R-4.5 WaveletETS_0.1.0.tar.gz 17.1 KiB
0.1.0 rolling linux/noble R-4.5 WaveletETS_0.1.0.tar.gz 17.0 KiB
0.1.0 rolling source/ R- WaveletETS_0.1.0.tar.gz 2.3 KiB
0.1.0 latest linux/jammy R-4.5 WaveletETS_0.1.0.tar.gz 17.1 KiB
0.1.0 latest linux/noble R-4.5 WaveletETS_0.1.0.tar.gz 17.0 KiB
0.1.0 latest source/ R- WaveletETS_0.1.0.tar.gz 2.3 KiB
0.1.0 2026-04-26 source/ R- WaveletETS_0.1.0.tar.gz 2.3 KiB
0.1.0 2026-04-23 source/ R- WaveletETS_0.1.0.tar.gz 2.3 KiB
0.1.0 2026-04-09 windows/windows R-4.5 WaveletETS_0.1.0.zip 20.0 KiB
0.1.0 2025-04-20 source/ R- WaveletETS_0.1.0.tar.gz 2.3 KiB

Dependencies (latest)

Imports