The RATS Software Forum

I am wondering if it would be possible to develop the capability to estimate wavelets in RATS. I am attaching a link to a document which provides an overview of wavelets in R. Unfortunately, this document is too large (12 MB) to be attached here. http://www.hs-stat.com/projects/WaveletComp/WaveletCo...

I am wondering if anyone else in the RATS forum has any interest in developing a wavelet transform, and using this to set up some forecasting algorithms. I have proposed this to the main office, but am curious to know if there is wider interest. The prequel to this is that wavelets are a new class o...

The following code may be useful. This is a program that sets up a neural net model, and then forecasts two periods in advance, iteratively. The procedure is embedded inside a do loop, so that it will run forecasts over the entire span of observations, until the last observation is reached. The code...