Fits hybrid Wavelet ANN model for time series forecasting using algorithm by Anjoy and Paul (2017) <DOI: 10.1007/s00521-017-3289-9>.

c(person(" Dr. Ranjit Kumar", "Paul", role = c("aut","cre"), email = "ranjitstat@gmail.com"),
person("Dr. Md", "Yeasin", role = "aut", email = "yeasin.iasri@gmail.com"))
The wavelet and ANN technique have been combined to reduce the effect of data noise. This wavelet-ANN conjunction model is able to forecast time series data with better accuracy than the traditional time series model. This package fits hybrid Wavelet ANN model for time series forecasting using algorithm by Anjoy and Paul (2017) <DOI: 10.1007/s00521-017-3289-9>.
stats, wavelets, fracdiff, forecast, Metrics

Fits hybrid Wavelet ARIMA model for time series forecasting using algorithm by Aminghafari and Poggi (2012) <doi:10.1142/S0219691307002002>.

Wavelet-ARIMA Model for Time Series Forecasting
c(person(" Dr. Ranjit Kumar", "Paul", role = c("aut","cre"), email = "ranjitstat@gmail.com"),
person("Mr. Sandipan", "Samanta", role = "aut", email = "sondiponsamanta@gmail.com"),
person("Dr. Md", "Yeasin", role = "aut", email = "yeasin.iasri@gmail.com"))
Dr. Ranjit Kumar Paul [aut, cre],
Mr. Sandipan Samanta [aut],
Dr. Md Yeasin [aut]
Noise in the time-series data significantly affects the accuracy of the ARIMA model. Wavelet transformation decomposes the time series data into subcomponents to reduce the noise and help to improve the model performance. The wavelet-ARIMA model can achieve higher prediction accuracy than the traditional ARIMA model. This package provides Wavelet-ARIMA model for time series forecasting based on the algorithm by Aminghafari and Poggi (2012) and Paul and Anjoy (2018) <doi:10.1142/S0219691307002002> <doi:10.1007/s00704-017-2271-x>.

This package conducts periodicity analysis of a single
time series and coherence analysis of two time series using
wavelet method. Confidence interval is calculated using
bootstrap method.

Wavelet analysis and reconstruction of time series, cross-wavelets and phase-difference (with filtering options), significance with simulation algorithms.