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<p>This paper investigates the role of wavelet based models in analyzing periodic time series. The proposed method leads to a parsimonious periodic autoregressive moving average (PARMA) model with a reduced number of parameters compared to the commonly used methods based on Fourier analysis for such series. Our simulation studies and the data analysis illustrate the parsimonious nature and the forecasting efficiency of the proposed models.</p>

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Wavelet Based Models for Analyzing Periodic Time Series

  • 期刊论文

  • 发表日期：

    2026年3月31日

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  • Rhea Davis,
  • N. Balakrishna

摘要

This paper investigates the role of wavelet based models in analyzing periodic time series. The proposed method leads to a parsimonious periodic autoregressive moving average (PARMA) model with a reduced number of parameters compared to the commonly used methods based on Fourier analysis for such series. Our simulation studies and the data analysis illustrate the parsimonious nature and the forecasting efficiency of the proposed models.