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WaveletML

Wavelet Decomposition Based Hybrid Machine Learning Models

v0.1.0 · Apr 5, 2023 · GPL-3

Description

Wavelet decomposes a series into multiple sub series called detailed and smooth components which helps to capture volatility at multi resolution level by various models. Two hybrid Machine Learning (ML) models (Artificial Neural Network and Support Vector Regression have been used) have been developed in combination with stochastic models, feature selection, and optimization algorithms for prediction of the data. The algorithms have been developed following Paul and Garai (2021) <doi:10.1007/s00500-021-06087-4>.

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r-devel-macos-arm64 OK
r-devel-windows-x86_64 OK
r-oldrel-macos-arm64 OK
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r-oldrel-windows-x86_64 OK
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r-release-windows-x86_64 OK
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Check History

OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026

Reverse Dependencies (1)

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Dependency Network

Dependencies Reverse dependencies wavelets tseries forecast fGarch aTSA FinTS LSTS earth caret neuralnet e1071 pso WaveletMLbestFL WaveletML

Version History

new 0.1.0 Mar 9, 2026