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Wavelet Decomposition Impacts on Traditional Forecasting Time Series Models

W. A. Shaikh1,2,*, S. F. Shah2, S. M. Pandhiani3, M. A. Solangi2

1 Department of Mathematics and Statistics, Quaid-e-Awam University of Engineering, Science & Technology, Nawabshah, Sindh, Pakistan
2 Department of Basic Sciences & Related Studies, Mehran University of Engineering & Technology, Jamshoro, Sindh, Pakistan
3 Department of General Studies, Jubail University College, Al Jubail, Saudi Arabia

* Corresponding Author: W. A. Shaikh. Email: email

(This article belongs to the Special Issue: New Trends in Statistical Computing and Data Science)

Computer Modeling in Engineering & Sciences 2022, 130(3), 1517-1532.


This investigative study is focused on the impact of wavelet on traditional forecasting time-series models, which significantly shows the usage of wavelet algorithms. Wavelet Decomposition (WD) algorithm has been combined with various traditional forecasting time-series models, such as Least Square Support Vector Machine (LSSVM), Artificial Neural Network (ANN) and Multivariate Adaptive Regression Splines (MARS) and their effects are examined in terms of the statistical estimations. The WD has been used as a mathematical application in traditional forecast modelling to collect periodically measured parameters, which has yielded tremendous constructive outcomes. Further, it is observed that the wavelet combined models are classy compared to the various time series models in terms of performance basis. Therefore, combining wavelet forecasting models has yielded much better results.


Cite This Article

APA Style
Shaikh, W.A., Shah, S.F., Pandhiani, S.M., Solangi, M.A. (2022). Wavelet decomposition impacts on traditional forecasting time series models. Computer Modeling in Engineering & Sciences, 130(3), 1517-1532.
Vancouver Style
Shaikh WA, Shah SF, Pandhiani SM, Solangi MA. Wavelet decomposition impacts on traditional forecasting time series models. Comput Model Eng Sci. 2022;130(3):1517-1532
IEEE Style
W.A. Shaikh, S.F. Shah, S.M. Pandhiani, and M.A. Solangi "Wavelet Decomposition Impacts on Traditional Forecasting Time Series Models," Comput. Model. Eng. Sci., vol. 130, no. 3, pp. 1517-1532. 2022.

cc This work is licensed under a Creative Commons Attribution 4.0 International License , which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
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