The project is dedicated to Discrete Wavelet Transform, which is a linear transformation, like the Discrete Fourier Transform and Discrete Cosine Transform.

 

In the research numerous properties of wavelets are used, in particular the fact that the Discrete Wavelet Transform gives high degree of freedom to design base functions.

 

The purpose of this project is the application of multiresolution analysis in different areas of economics, in particular to approximate time series and to construct algorithms for the prediction of time series based on the cognate series with forecasted series in context of the same phenomenon. The project will also examine the issue "edge effects" and their impact on approximation and prediction.

 

 

Hadaś-Dyduch, M. (2016). Wavelet Analysis of Unemployment Rate in Visegrad Countries. Institue of Economic Research Working Papers, No 37/2016

Hadaś-Dyduch (2016). Econometric-wavelet Prediction in Spatial Aspect. Institue of Economic Research Working Papers, No 30/2016

Hadaś-Dyduch (2016). Model – Spatial Approach to Prediction of Minimum Wage. Institue of Economic Research Working Papers, No 29/2016

Publications in English:

Hadaś-Dyduch, M. (2014). The market for structured products in the context of inflation. In M. Papież & S. Śmiech (Eds.). Proceedings of the 8th Professor Aleksander Zelias International Conference on Modelling and Forecasting of Socio-Economic Phenomena. Cracow: Foundation of the Cracow University of Economics, pp 47-56.

Hadaś-Dyduch, M. (2015). Polish macroeconomic indicators correlated-prediction with indicators of selected countries. In M. Papież & S. Śmiech (Eds.). Proceedings of the 9th Professor Aleksander Zelias International Conference on Modelling and Forecasting of Socio-Economic Phenomena. Cracow: Foundation of the Cracow University of Economics, pp 68-76.