A new model is given by analyzing the different decomposition parts of the time series . the model called time series decomposition and reconstruction model is based on wavelet analysis . also , a new method of forecasting with wavelets is proposed 針對經(jīng)濟時間序列的特點,研究了時間序列在小波變換下的不同分解成分,提出了基于小波分析的時間序列分解及重構(gòu)模型;在此基礎(chǔ)上,給出了小波預(yù)測方法。