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The notion of wavelets is defined. It is briefly described {\it what} are wavelets, {\it how} to use them, {\it when} we do need them, {\it why} they are preferred and {\it where} they have been applied. Then one proceeds to the…

High Energy Physics - Phenomenology · Physics 2008-11-26 I. M. Dremin

We suggest an adaptive sampling rule for obtaining information from noisy signals using wavelet methods. The technique involves increasing the sampling rate when relatively high-frequency terms are incorporated into the wavelet estimator,…

Statistics Theory · Mathematics 2007-06-13 Peter Hall , Spiridon Penev

The development of wavelet theory has in recent years spawned applications in signal processing, in fast algorithms for integral transforms, and in image and function representation methods. This last application has stimulated interest in…

Methodology · Statistics 2009-09-29 Anestis Antoniadis

We propose a new wavelet-based method for density estimation when the data are size-biased. More specifically, we consider a power of the density of interest, where this power exceeds 1/2. Warped wavelet bases are employed, where warping is…

Methodology · Statistics 2022-12-08 Michel H. Montoril , Aluísio Pinheiro , Brani Vidakovic

In continuous-time wavelet analysis, most wavelet present some kind of symmetry. Based on the Fourier and Hartley transform kernels, a new wavelet multiresolution analysis is proposed. This approach is based on a pair of orthogonal wavelet…

Classical Analysis and ODEs · Mathematics 2015-02-10 L. R. Soares , H. M. de Oliveira , R. J. Cintra

A method is derived for the quantitative analysis of signals that are composed of superpositions of isolated, time-localized "events". Here these events are taken to be well represented as rescaled and phase-rotated versions of generalized…

Methodology · Statistics 2017-04-20 J. M. Lilly

This article consists of a brief discussion of the energy density over time or frequency that is obtained with the wavelet transform. Also an efficient algorithm is suggested to calculate the continuous transform with the Morlet wavelet.…

Data Analysis, Statistics and Probability · Physics 2011-11-10 Richard Buessow

This chapter is dedicated to recent developments in the field of wavelet analysis for scattered data. We introduce the concept of samplets, which are signed measures of wavelet type and may be defined on sets of arbitrarily distributed data…

Numerical Analysis · Mathematics 2025-03-25 Helmut Harbrecht , Michael Multerer

The method of element analysis is proposed here as an alternative to traditional wavelet-based approaches to analyzing perturbations in financial signals by scale. In this method, the processes that generate oscillations in financial…

Statistical Finance · Quantitative Finance 2023-02-01 Nathan Zavanelli

An integral representation of solutions of the wave equation as a superposition of other solutions of this equation is built. The solutions from a wide class can be used as building blocks for the representation. Considerations are based on…

Mathematical Physics · Physics 2015-05-13 M. V. Perel , M. S. Sidorenko

This review paper is intended to give a useful guide for those who want to apply discrete wavelets in their practice. The notion of wavelets and their use in practical computing and various applications are briefly described, but rigorous…

High Energy Physics - Phenomenology · Physics 2025-10-20 I. M. Dremin , O. V. Ivanov , V. A. Nechitailo

Wavelets provide the flexibility to analyse stochastic processes at different scales. Here, we apply them to multivariate point processes as a means of detecting and analysing unknown non-stationarity, both within and across data streams.…

Methodology · Statistics 2020-11-04 Edward A. K. Cohen , Alexander J. Gibberd

The underlying mathematics of the wavelet formalism is a representation of the inhomogeneous Lorentz group or the affine group. Within the framework of wavelets, it is possible to define the ``window'' which allows us to introduce a…

Quantum Physics · Physics 2007-05-23 Y. S. Kim

We take a wavelet based approach to the analysis of point processes and the estimation of the first order intensity under a continuous time setting. A multiresolution analysis of a point process is formulated which motivates the definition…

Methodology · Statistics 2018-04-02 Youssef Taleb , Edward A. K. Cohen

Wavelet analysis is proposed as a new tool for studying the large-scale structure formation of the universe. To reveal its usefulness, the wavelet decomposition of one-dimensional cosmological density fluctuations is performed. In contrast…

Astrophysics · Physics 2009-10-28 Yoshi Fujiwara , Jiro Soda

Despite the popularity of information measures in analysis of probabilistic systems, proper tools for their visualization are not common. This work develops a simple matrix representation of information transfer in sequential systems,…

Information Theory · Computer Science 2024-05-28 Dor Tsur , Haim Permuter

Classification of time series signals has become an important construct and has many practical applications. With existing classifiers we may be able to accurately classify signals, however that accuracy may decline if using a reduced…

Machine Learning · Statistics 2021-09-22 Paul Grant , Md Zahidul Islam

The wavelet transform, a family of orthonormal bases, is introduced as a technique for performing multiresolution analysis in statistical mechanics. The wavelet transform is a hierarchical technique designed to separate data sets into sets…

Chemical Physics · Physics 2009-11-07 Ahmed E. Ismail , Gregory C. Rutledge , George Stephanopoulos

The volume of data and the velocity with which it is being generated by com- putational experiments on high performance computing (HPC) systems is quickly outpacing our ability to effectively store this information in its full fidelity.…

Computation · Statistics 2014-07-14 Henry Scharf , Ryan Elmore , Kenny Gruchalla

Accurate density estimation methodologies play an integral role in a variety of scientific disciplines, with applications including simulation models, decision support tools, and exploratory data analysis. In the past, histograms and kernel…

Statistics Theory · Mathematics 2012-06-14 Judson B. Locke , Adrian M. Peter
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