naive question but can forecasting in a time series be applied backward to interpolate it? in a case like this FReT algorithm, the idea would be that the information in the FReT interpolated series (or SETAR, NNET, etc) would have a higher fidelity to the total information in the sequence.
naive question but can forecasting in a time series be applied backward to interpolate it? in a case like this FReT algorithm, the idea would be that the information in the FReT interpolated series (or SETAR, NNET, etc) would have a higher fidelity to the total information in the sequence.