2 citations · 2 across the 3 of their papers we have counts for
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stat.ME2024★ 2 cited
Leveraging Non-Decimated Wavelet Packet Features and Transformer Models for Time Series Forecasting
Guy P Nason, James L. Wei
This article combines wavelet analysis techniques with machine learning methods for univariate time series forecasting, focusing on three main contributions. Firstly, we consider t…
stat.ME2023
Automatic Locally Stationary Time Series Forecasting with application to predicting U.K. Gross Value Added Time Series under sudden shocks caused by the COVID pandemic
Rebecca Killick, Marina I. Knight, Guy P. Nason +2
Accurate forecasting of the U.K. gross value added (GVA) is fundamental for measuring the growth of the U.K. economy. A common nonstationarity in GVA data, such as the ABML series,…