Does anyone have any suggestions for free code (R or Matlab) to use WNN for time series analysis and forecasting?
Does anyone have any suggestions for free code Matlab to use WNN for time series analysis and forecasting? please help me
I'm posting this comment hoping that a more bundled code exists somewhere in Python or R, or even Matlab !
Hi Pedro,
Earlier I had worked with WNN. I found the attached code in my archives. I think it may work with some changes. Please look into it.
WNN is usually Wavelet analysis + feature extraction + an artificial neural network like an MLP (multilayer perceptron). I would suggest doing these steps yourself, which are easy to write in matlab. And if you prefer to use wavelet packets instead of wavelets you will have the advantage of having better high frequency resolution. Do a wavelet packet analysis (with just one command in matlab) and then feature extraction in the form of entropies or energy (again one command) and then feedforward net which is again one or two commands. You may find publications which implements this application in my profile. For Matlab commands refer to matlab help which always gives examples. Best wishes.
@Aditya i tried to use your codes. Please how do i load my data into it. Please you can reply me through email [email protected]. I will be so grateful bro. Thank you
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