ts_fil_wavelet {tspredit} | R Documentation |
Wavelet Filter
ts_fil_wavelet(filter = "haar")
filter |
Availables wavelet filters: haar, d4, la8, bl14, c6 |
a ts_fil_wavelet
object.
# time series with noise
library(daltoolbox)
data(sin_data)
sin_data$y[9] <- 2*sin_data$y[9]
# filter
filter <- ts_fil_wavelet()
filter <- fit(filter, sin_data$y)
y <- transform(filter, sin_data$y)
# plot
plot_ts_pred(y=sin_data$y, yadj=y)