wavelet forecasting question

[BlockWaving]

Hi, Thanks for the great blog posts and notebooks. This is very well done!

Regarding your comment that wavelet may not be a that useful in deal with 'online' data, have you considered using 'locally stationary wavelet' to achieve that?

I noticed the PyWavelets package already implemented swt(), have you thought of adopting it to deal with 'online data'? it must be more fun！