Mina Aminghafari
[ 1 ] - Parametric Empirical Bayes Test and Its Application to Selection of Wavelet Threshold
In this article, we propose a new method for selecting level dependent threshold in wavelet shrinkage using the empirical Bayes framework. We employ both Bayesian and frequentist testing hypothesis instead of point estimation method. The best test yields the best prior and hence the more appropriate wavelet thresholds. The standard model functions are used to illustrate the performance of the p...
[ 2 ] - Using Wavelets and Splines to Forecast Non-Stationary Time Series
This paper deals with a short term forecasting non-stationary time series using wavelets and splines. Wavelets can decompose the series as the sum of two low and high frequency components. Aminghafari and Poggi (2007) proposed to predict high frequency component by wavelets and extrapolate low frequency component by local polynomial fitting. We propose to forecast non-stationary process u...
[ 3 ] - Some New Methods for Prediction of Time Series by Wavelets
Extended Abstract. Forecasting is one of the most important purposes of time series analysis. For many years, classical methods were used for this aim. But these methods do not give good performance results for real time series due to non-linearity and non-stationarity of these data sets. On one hand, most of real world time series data display a time-varying second order structure. On th...
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