Data-adaptive wavelets and multi-scale singular-spectrum analysis
نویسندگان
چکیده
منابع مشابه
Data-adaptive wavelets and multi-scale singular-spectrum analysis
Using multi-scale ideas from wavelet analysis, we extend singular-spectrum analysis (SSA) to the study of nonstationary time series, including the case where intermittency gives rise to the divergence of their variance. The wavelet transform resembles a local Fourier transform within a finite moving window whose widthW , proportional to the major period of interest, is varied to explore a broad...
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Using multi-scale ideas from wavelet analysis, we extend singular-spectrum analysis (SSA) to the study of nonstationary time series of length N whose intermittency can give rise to the divergence of their variance. The wavelet transform is a kind of local Fourier transform within a finite moving window whose width W , proportional to the major period of interest, is varied to explore a broad ra...
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ژورنال
عنوان ژورنال: Physica D: Nonlinear Phenomena
سال: 2000
ISSN: 0167-2789
DOI: 10.1016/s0167-2789(00)00045-2