%0 Journal Article
%T A STUDY ON FORECASTING FOR TIME SERIES BASED ON WAVELET ANALYSIS
基于小波分解与重构的时间序列预测法
%A HE Guo-Guang
%A MA Shou-Feng
%A LI Yu
%A
贺国光
%A 马寿峰
%A 李宇
%J 自动化学报
%D 2002
%I
%X The general forecasting approaches for time series are incapable of forecasting the time series of nonlinear non stationary process. In this paper, an approach based on wavelet decomposition and reconstruction(WDR) is put forward. In comparison with the general forecasting approaches, the forecast accuracy of WDR is improved effectively.
%K Time series
%K wavelet analysis
%K short
%K term forecasting for traffic volume
小波分解
%K 时间序列预测法
%K 小波重构
%K 交通流
%K 微观仿真系统
%U http://www.alljournals.cn/get_abstract_url.aspx?pcid=5B3AB970F71A803DEACDC0559115BFCF0A068CD97DD29835&cid=8240383F08CE46C8B05036380D75B607&jid=E76622685B64B2AA896A7F777B64EB3A&aid=CF683BD7C260C692&yid=C3ACC247184A22C1&vid=D3E34374A0D77D7F&iid=B31275AF3241DB2D&sid=85873A559EE29055&eid=512771C17A2FFC1B&journal_id=0254-4156&journal_name=自动化学报&referenced_num=13&reference_num=2