WaveletETS
Wavelet Based Error Trend Seasonality Model
v0.1.0
·
Apr 5, 2023
·
GPL-3
Description
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>.
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0.1.0
Mar 9, 2026