Multi-Step-Ahead Forecasting Model for Monthly Anchovy Catches Based on Wavelet Analysis

Algorithm 1

Component separation.

 Input: A time series 𝑥=𝑥(𝑛),𝑛=0,1,…,𝑁−1 of 𝑁 samples

 Output:  Annual and inter-annual component

(1) 𝐽←3

(2) 𝑊𝑛←𝑑𝑏2

(3) [𝑎𝑑]←swt(𝑥,𝐽,𝑊𝑛)

(4) Aux←zeros(𝐽,𝑁)

(5) 𝑥_𝑎←𝑖swt(Aux,𝑑,𝑊𝑛)

(6) 𝑥_ia←𝑖swt(𝑎,Aux,𝑊𝑛)

(7) return 𝑥_𝑎,𝑥_ia