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A scale-space approach with wavelets to singularity estimation

Jérémie Bigot (2005)

ESAIM: Probability and Statistics

This paper is concerned with the problem of determining the typical features of a curve when it is observed with noise. It has been shown that one can characterize the Lipschitz singularities of a signal by following the propagation across scales of the modulus maxima of its continuous wavelet transform. A nonparametric approach, based on appropriate thresholding of the empirical wavelet coefficients, is proposed to estimate the wavelet maxima of a signal observed with noise at various scales. In...

A scale-space approach with wavelets to singularity estimation

Jérémie Bigot (2010)

ESAIM: Probability and Statistics

This paper is concerned with the problem of determining the typical features of a curve when it is observed with noise. It has been shown that one can characterize the Lipschitz singularities of a signal by following the propagation across scales of the modulus maxima of its continuous wavelet transform. A nonparametric approach, based on appropriate thresholding of the empirical wavelet coefficients, is proposed to estimate the wavelet maxima of a signal observed with noise at various scales....

A simple scheme for semi-recursive identification of Hammerstein system nonlinearity by Haar wavelets

Przemysław Śliwiński, Zygmunt Hasiewicz, Paweł Wachel (2013)

International Journal of Applied Mathematics and Computer Science

A simple semi-recursive routine for nonlinearity recovery in Hammerstein systems is proposed. The identification scheme is based on the Haar wavelet kernel and possesses a simple and compact form. The convergence of the algorithm is established and the asymptotic rate of convergence (independent of the input density smoothness) is shown for piecewiseLipschitz nonlinearities. The numerical stability of the algorithm is verified. Simulation experiments for a small and moderate number of input-output...

A survey on wavelet methods for (geo) applications.

Willi Freeden, Thorsten Maier, Steffen Zimmermann (2003)

Revista Matemática Complutense

Wavelets originated in 1980's for the analysis of (seismic) signals and have seen an explosion of applications. However, almost all the material is based on wavelets over Euclidean spaces. This paper deals with an approach to the theory and algorithmic aspects of wavelets in a general separable Hilbert space framework. As examples Legendre wavelets on the interval [-1,+1] and scalar and vector spherical wavelets on the unit sphere 'Omega' are discussed in more detail.

Adaptive prediction of stock exchange indices by state space wavelet networks

Mietek A. Brdyś, Adam Borowa, Piotr Idźkowiak, Marcin T. Brdyś (2009)

International Journal of Applied Mathematics and Computer Science

The paper considers the forecasting of the Warsaw Stock Exchange price index WIG20 by applying a state space wavelet network model of the index price. The approach can be applied to the development of tools for predicting changes of other economic indicators, especially stock exchange indices. The paper presents a general state space wavelet network model and the underlying principles. The model is applied to produce one session ahead and five sessions ahead adaptive predictors of the WIG20 index...

Adaptive wavelet methods for saddle point problems

Stephan Dahlke, Reinhard Hochmuth, Karsten Urban (2010)

ESAIM: Mathematical Modelling and Numerical Analysis

Recently, adaptive wavelet strategies for symmetric, positive definite operators have been introduced that were proven to converge. This paper is devoted to the generalization to saddle point problems which are also symmetric, but indefinite. Firstly, we investigate a posteriori error estimates and generalize the known adaptive wavelet strategy to saddle point problems. The convergence of this strategy for elliptic operators essentially relies on the positive definite character of the operator....

An operational Haar wavelet method for solving fractional Volterra integral equations

Habibollah Saeedi, Nasibeh Mollahasani, Mahmoud Mohseni Moghadam, Gennady N. Chuev (2011)

International Journal of Applied Mathematics and Computer Science

A Haar wavelet operational matrix is applied to fractional integration, which has not been undertaken before. The Haar wavelet approximating method is used to reduce the fractional Volterra and Abel integral equations to a system of algebraic equations. A global error bound is estimated and some numerical examples with smooth, nonsmooth, and singular solutions are considered to demonstrate the validity and applicability of the developed method.

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