Time Series Prediction Using Wavelet Neural Networks

Resource Overview

Implementation of time series forecasting through wavelet neural networks with four MATLAB m-files demonstrating the complete prediction model architecture

Detailed Documentation

We can utilize wavelet neural networks for time series prediction, an effective method implemented through four MATLAB m-files that construct the complete forecasting model. The implementation involves wavelet decomposition for feature extraction combined with neural network training for pattern recognition. Key components include signal preprocessing using wavelet transforms, neural network architecture configuration, and iterative training algorithms for optimizing prediction accuracy. This approach effectively captures both time-frequency characteristics and nonlinear patterns in sequential data.