@inproceedings{c1ca4312a1c44e23a8277fda2e60d896,
title = "Undecimated wavelet based autoregressive model for anchovy catches forecasting",
abstract = "The aim of this paper is to find a model to forecast 1-month ahead monthly anchovy catches using un-decimated multi-scale stationary wavelet transform (USWT) combined with linear autoregressive (AR) method. The original monthly anchovy catches are decomposed into various sub-series employing USWT and then appropriate sub-series are used as inputs to the multi-scale autoregressive (MAR) model. The MAR's parameters are estimated using the regularized least squares (RLS) method. RLS based forecasting performance was evaluated using determination coefficient and shown that a 99% of the explained variance was captured with a reduced parsimony and high accuracy.",
keywords = "Autoregressive, Forecasting, Stationary wavelet transform",
author = "Nibaldo Rodriguez and Carlos Castro and Orlando Duran and Eleuterio Ya{\~n}ez",
year = "2008",
doi = "10.1007/978-3-540-88636-531",
language = "English",
isbn = "3540886354",
series = "Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)",
pages = "325--332",
booktitle = "MICAI 2008",
note = "7th Mexican International Conference on Artificial Intelligence, MICAI 2008 ; Conference date: 27-10-2008 Through 31-10-2008",
}