DOI: 10.18267/j.aop.592
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Abstract: We provide an extensive study assessing whether a prior wavelet-based denoising step enhances the forecast accuracy of standard forecasting models. Many combinations of attribute values of the thresholding (denoising) algorithm are explored together with several traditional forecasting models used in economic time series forecasting. The results are evaluated using M3 competition yearly time series. We conclude that the performance of a forecasting model combined with the prior denoising step is generally not … Show more

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