The wavelet transform is a mathematical tool that provides a time–frequency representation of a signal in the time domain . In addition, wavelet analysis can often compress or de-noise a signal and thus, is an effective method for dealing with local discontinuities in a given time series.
In these MATLAB script, we used wavelet transform as preprocessing stage in this algorithm, in other words, After reading input data, we apply wavelet transform to these data, then we use it for forecasting.
User can change input data of the programs and uses desired data as input.
Kernel of SVR can be : gaussian , spline , periodic , tangent .