WAVELET TRANSFORMS IN TIME SERIES ANALYSIS

Yıl 2011, Cilt: 3 Sayı: 9, 61 - 94, 01.03.2011

R.c. Sıngh

Öz

The existing methods based on statistical techniques for long range
forecasts of Indian summer monsoon rainfall have shown reasonably accurate
performance, for past 10 years. Because of the limitation of such statistical
techniques, new techniques may have to be tried to obtain better results. Time
series analysis and forecasting using wavelet transforms has become a powerful
tool to determine, within a time series, both the dominant modes of variability
and how those modes vary in time. A preliminary investigation, using wavelet
analysis, on temperature and rainfall time series is presented.