摘要
The aim of this article is to present author＇s application of wavelets to predict short-term macroeconomic indicators Proposed to predict short-term time series （in particular for predicting macroeconomic indicators）, proprietary model is based on wavelet analysis with Haar wavelets, Daubechies wavelets, and adaptive models; they are the trend crawling model and alignment exponential model. Adaptive models have been modified through the introduction of wavelet function and combined into a single forecast model. Obtained from conducted research results, it shows the model an effective instrument to predict the short-term.
