I urgently need to know how to apply the 'à trous' time-based decomposition in R [also known as Stationary Wavelet Transform] on a time series as a preprocessing, to use the result in forecasting and not suffering from boundary problem.

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    $\begingroup$ Have you looked at wavethresh? $\endgroup$ – Bob Jansen May 1 '17 at 19:36
  • $\begingroup$ @BobJansen 350 pages of documentation without any examples at the front..... $\endgroup$ – John May 1 '17 at 19:50
  • $\begingroup$ At least it is well documented ;) And that why I didn't post it as an answer. There are some conciser resources though, for example: people.maths.bris.ac.uk/~wavethresh and one could contact the author. $\endgroup$ – Bob Jansen May 1 '17 at 19:52
  • $\begingroup$ @BobJansen I saw that there is a book associated with it. I may get the book just to learn more about the subject! $\endgroup$ – John May 1 '17 at 21:35
  • $\begingroup$ Comments are not for extended discussion; this conversation has been moved to chat. $\endgroup$ – Bob Jansen May 2 '17 at 9:21

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