Consider the situation when we have training data containing many time series having known group membership and testing data with unknown group membership. The goals are to find timescale features ...

K. Nowak, B. Rajagopalan and E. Zagona (2011). “Wavelet Auto-Regressive Method (WARM) for multi-site streamflow simulation of data with non-stationary spectra,” Journal of Hydrology, 410 (1-2) 1–12.

Classical spectral methods are subject to two fundamental limitations: they can account only for covariance-related serial dependences, and they require second-order stationarity. Much attention has ...

Time series forecasts are used to predict a future value or a classification at a particular point in time. Here’s a brief overview of their common uses and how they are developed. Industries from ...