Statistical Methods, Applications & Computing Group

Generalized Method of Wavelet Moments (GMWM) is an estimation technique for the parameters of time series models. It uses the wavelet variance in a moment matching approach that makes it particularly...

SMAC-Group

:alarm_clock: This R package provides the tools to perform standard and robust wavelet variance analysis for time series (signal processing). Among others, aside from computing the wavelet variance an...

SMAC-Group

:hourglass_flowing_sand: Time Series Tools R package provides a series of tools to simulate, plot, estimate, select and forecast different time series models.

SMAC-Group