Displaying similar documents to “On the discrete wavelet transform of stochastic processes.”

Wavelet transform and binary coalescence detection

Jean-Michel Innocent, Bruno Torrésani (1997)

Banach Center Publications

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We give a short account of some time-frequency methods which are relevant in the context of gravity waves detection. We focus on the case of wavelet analysis which we believe is particularly appropriate. We show how wavelet transforms can lead to efficient algorithms for detection and parameter estimation of binary coalescence signals. In addition, we give in an appendix some of the ingredients needed for the construction of discrete wavelet decompositions and corresponding fast algorithms. ...

Wavelets and prediction in time series

Mošová, Vratislava

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Wavelets (see [2, 3, 4]) are a recent mathematical tool that is applied in signal processing, numerical mathematics and statistics. The wavelet transform allows to follow data in the frequency as well as time domain, to compute efficiently the wavelet coefficients using fast algorithm, to separate approximations from details. Due to these properties, the wavelet transform is suitable for analyzing and forecasting in time series. In this paper, Box-Jenkins models (see [1, 5]) combined...

Construction of Non-MSF Non-MRA Wavelets for L²(ℝ) and H²(ℝ) from MSF Wavelets

Aparna Vyas (2009)

Bulletin of the Polish Academy of Sciences. Mathematics

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Considering symmetric wavelet sets consisting of four intervals, a class of non-MSF non-MRA wavelets for L²(ℝ) and dilation 2 is obtained. In addition, we obtain a family of non-MSF non-MRA H²-wavelets which includes the one given by Behera [Bull. Polish Acad. Sci. Math. 52 (2004), 169-178].

Dimension functions, scaling sequences, and wavelet sets

Arambašić Ljiljana, Damir Bakić, Rajna Rajić (2010)

Studia Mathematica

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The paper is a continuation of our study of dimension functions of orthonormal wavelets on the real line with dyadic dilations. The main result of Section 2 is Theorem 2.8 which provides an explicit reconstruction of the underlying generalized multiresolution analysis for any MSF wavelet. In Section 3 we reobtain a result of Bownik, Rzeszotnik and Speegle which states that for each dimension function D there exists an MSF wavelet whose dimension function coincides with D. Our method...

Application of the Haar wavelet method for solution the problems of mathematical calculus

Ü. Lepik, H. Hein (2015)

Waves, Wavelets and Fractals

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In recent times the wavelet methods have obtained a great popularity for solving differential and integral equations. From different wavelet families we consider here the Haar wavelets. Since the Haar wavelets are mathematically most simple to be compared with other wavelets, then interest to them is rapidly increasing and there is a great number of papers,where thesewavelets are used tor solving problems of calculus. An overview of such works can be found in the survey paper by Hariharan...