WASP: An R package for Wavelet System Prediction
Setup | Required packages | DWT, MODWT and AT basic propertites | Summary of various properties for the three DWT methods | Illustration of three types of DWT methods | Daubechies 16 wavelet | Haar wavelet filter | Wavelet transform: decompostion level | Variance transformation | Optimal preditive accuracy (RMSE) | Transformed predictor variables | Stepwise variance transformation