@inproceedings{928f2af5be424c769ced177921684e05,
title = "Monthly bigeye tuna catches forecasting usingwavelet functional autoregression",
abstract = "In this paper, the aim is to apply a functional autoregressive (FAR) model combined with multiscale wavelet analysis for monthly bigeye tuna catches forecasting in the ocean ecosystem of the equatorial Indian ocean. Wavelet technique performs a time-frequency analysis of a time series, which permits to decompose the raw time series into trend and residual components. In wavelet domain, the trend component and residual component are forecasted with a linear autoregressive model and a FAR model; respectively. Hence, the proposed forecast is the co-addition of two predicted components. We find that the proposed forecasting strategy achieves 98% of the explained variance with reduced parsimony and high accuracy.",
keywords = "Forecasting, Wavelet analysis",
author = "Nibaldo Rodriguez and Orlando Duran",
year = "2010",
doi = "10.1109/WKDD.2010.139",
language = "English",
isbn = "9780769539232",
series = "3rd International Conference on Knowledge Discovery and Data Mining, WKDD 2010",
pages = "67--70",
booktitle = "3rd International Conference on Knowledge Discovery and Data Mining, WKDD 2010",
note = "null ; Conference date: 09-01-2010 Through 10-01-2010",
}