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Related papers: U.S. Core Inflation: A Wavelet Analysis

200 papers

We discuss the inflationary paradigm, how it can be tested, and how various models of inflation fare in the light of data from Planck and BICEP2. We introduce inflation and reheating, and discuss temperature and polarisation anisotropies in…

Cosmology and Nongalactic Astrophysics · Physics 2015-06-25 Raghavan Rangarajan

We study the nature of fluctuations in variety of price indices involving companies listed on the New York Stock Exchange. The fluctuations at multiple scales are extracted through the use of wavelets belonging to Daubechies basis. The fact…

Statistical Finance · Quantitative Finance 2013-03-26 Prasanta K. Panigrahi , Sayantan Ghosh , Arjun Banerjee , Jainendra Bahadur , P. Manimaran

Observations of the Cosmic Microwave Background (CMB) provide increasingly accurate information about the structure of the Universe at the recombination epoch. Most of this information is encoded in the angular power spectrum of the CMB.…

Astrophysics · Physics 2011-08-01 G. Faÿ , F. Guilloux , M. Betoule , J. -F. Cardoso , J. Delabrouille , M. Le Jeune

In this paper, we assess whether using non-linear dimension reduction techniques pays off for forecasting inflation in real-time. Several recent methods from the machine learning literature are adopted to map a large dimensional dataset…

Econometrics · Economics 2021-12-03 Niko Hauzenberger , Florian Huber , Karin Klieber

A thorough MCMC analysis of any inflationary model against the current cosmological data is essential for assessing the validity of such a model as a viable inflationary model. Warm Inflation, producing both thermal and quantum…

Cosmology and Nongalactic Astrophysics · Physics 2024-10-29 Umang Kumar , Suratna Das

In this paper, the wavelet analysis is used to study the ECG signal. We show that the high-frequency wavelet components of the ECG signal contain information on the functioning of the heart and can be used in diagnosis. We describe the…

Signal Processing · Electrical Eng. & Systems 2018-07-27 N. K. Smolentsev , P. N. Podkur

For western economies a long-forgotten phenomenon is on the horizon: rising inflation rates. We propose a novel approach christened D2ML to identify drivers of national inflation. D2ML combines machine learning for model selection with time…

Econometrics · Economics 2022-12-13 Jan Ditzen , Francesco Ravazzolo

We study the potential impact of detecting the inflationary gravitational wave background by the future space-based gravitational wave detectors, such as DECIGO and BBO. The signal-to-noise ratio of each experiment is calculated for…

Cosmology and Nongalactic Astrophysics · Physics 2015-03-17 Sachiko Kuroyanagi , Takeshi Chiba , Naoshi Sugiyama

We propose a wavelet based method for the characterization of the scaling behavior of non-stationary time series. It makes use of the built-in ability of the wavelets for capturing the trends in a data set, in variable window sizes.…

Chaotic Dynamics · Physics 2009-11-10 P. Manimaran , Prasanta K. Panigrahi , Jitendra C. Parikh

We propose a new approach to constant-roll warm inflation as a generalization of constant-roll inflation. Based on the $\beta$-function formalism, it is shown that constant-roll warm inflation models with a natural end fall into…

General Relativity and Quantum Cosmology · Physics 2021-05-12 Ui Ri Mun

Functional data analysis is ubiquitous in most areas of sciences and engineering. Several paradigms are proposed to deal with the dimensionality problem which is inherent to this type of data. Sparseness, penalization, thresholding, among…

Methodology · Statistics 2018-09-05 Rodney V. Fonseca , Aluísio Pinheiro

The notion that an independent central bank reduces a country's inflation is a controversial hypothesis. To date, it has not been possible to satisfactorily answer this question because the complex macroeconomic structure that gives rise to…

Econometrics · Economics 2021-05-17 Philipp F. M. Baumann , Michael Schomaker , Enzo Rossi

Inflation has been the driving idea in cosmology for two decades and is a pillar of the New Cosmology. The inflationary paradigm has now passed its first round of significant tests, with two of its three basics predictions confirmed at…

Astrophysics · Physics 2014-10-13 Michael S. Turner

This study investigates temporal variability in U.S. climate using harmonic decomposition techniques, specifically Fourier and wavelet transforms. Monthly temperature, precipitation, and drought index data from the National Oceanic and…

Atmospheric and Oceanic Physics · Physics 2025-11-13 Thomas Xiao

Power spectra always play an important role in the theory of inflation. In particular, the ability to reproduce the galaxy matter power spectrum and the CMB temperature angular power spectrum coefficients to high accuracy is often…

General Relativity and Quantum Cosmology · Physics 2019-11-01 Herbert W. Hamber , Lu Heng Sunny Yu

It is demonstrated that the wavelets can be used to considerably speed up simulations of the wave packet propagation in multiscale systems. Extremely high efficiency is obtained in the representation of both bound and continuum states. The…

Computational Physics · Physics 2009-11-07 Andrei G. Borisov , Sergei V. Shabanov

We develop a medium-size semi-structural time series model of inflation dynamics that is consistent with the view - often expressed by central banks - that three components are important: a trend anchored by long-run expectations, a…

Econometrics · Economics 2025-03-12 Thomas Hasenzagl , Filippo Pellegrino , Lucrezia Reichlin , Giovanni Ricco

While inflation gives an appealing explanation of observed cosmological data, there are a wide range of different inflation models, providing differing predictions for the initial perturbations. Typically models are motivated either by…

Astrophysics · Physics 2009-11-10 Erandy Ramirez , Andrew R Liddle

The optimal wavelet basis is used to develop quantitative, experimentally applicable criteria for self-organization. The choice of the optimal wavelet is based on the model of self-organization in the wavelet tree. The framework of the…

Mathematical Physics · Physics 2015-06-05 Milos Milovanovic , Milan Rajkovic

Graphs are a powerful way to model interactions and relationships in data from a wide variety of application domains. In this setting, entities represented by vertices at the "center" of the graph are often more important than those…

Social and Information Networks · Computer Science 2014-11-06 Michael P. O'Brien , Blair D. Sullivan