AW: [R] wavelet model on time series in R?

Till Baumgaertel till.baumgaertel at
Mon Mar 24 16:31:29 CET 2003


There's the wavethresh- and the waveslim-package.
I work with wavethresh and use lda from MASS-package to make prediction
which works quite good.

My original data is not a time-series, but a physical curve. But for your
use it shouldn't make *any* difference.


>-- Original Nachricht --
>Date: Sun, 23 Mar 2003 23:31:57 -0800 (PST)
>From: Yan Yu <yanyu at>
>To: <r-help at>
>Subject: [R] wavelet model on time series in R?
>Is there package built for R that can do model/prediction on time
>series data using wavelet?
>If not, does anyone know what popular software can do that?
>Thanks much,
>R-help at mailing list

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