R codes following the article: Y, Xie, J. Yu, and B. Ranneby (2009): Forecasting using locally stationary wavelet processes. Journal of of the Statistical Computation and Simulation, 79:9, 1067-1082. Please quote the reference if you want to use the codes. No further distribute without the permission from the authors.
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Yingfu46/R-Wavelet-Forecast-Local-stationary-process
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