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Related papers: Element analysis: a wavelet-based method for analy…

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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

Event detection has been one of the most important research topics in social media analysis. Most of the traditional approaches detect events based on fixed temporal and spatial resolutions, while in reality events of different scales…

Social and Information Networks · Computer Science 2015-08-31 Xiaowen Dong , Dimitrios Mavroeidis , Francesco Calabrese , Pascal Frossard

A new interpretation for the wavelet analysis is reported, which can is viewed as an information processing technique. It was recently proposed that every basic wavelet could be associated with a proper probability density, allowing…

Information Theory · Computer Science 2015-02-23 H. M. de Oliveira , D. F. de Souza

The influence of higher-order wavelet properties on the analytic wavelet transform behavior is investigated, and wavelet functions offering advantageous performance are identified. This is accomplished through detailed investigation of the…

Methodology · Statistics 2011-10-18 J. M. Lilly , S. C. Olhede

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

We consider an approach to the analysis of nonstationary processes based on the application of wavelet basis sets constructed using segments of the analyzed time series. The proposed method is applied to the analysis of time series…

Adaptation and Self-Organizing Systems · Physics 2015-06-26 V. A. Gusev , A. E. Hramov , A. A. Koronovskii

The recently proposed statistical finite element (statFEM) approach synthesises measurement data with finite element models and allows for making predictions about the unknown true system response. We provide a probabilistic error analysis…

Statistics Theory · Mathematics 2025-06-17 Toni Karvonen , Fehmi Cirak , Mark Girolami

Vinzenz von Tscharner (2000) has presented an interesting mathematical method for analyzing EMG-data called "intensity analysis" (EMG = electromyography). Basically the method is a sort of bandpassing of the signal. The central idea of the…

Data Analysis, Statistics and Probability · Physics 2010-05-06 Frank Borg

An exact and general expression for the analytic wavelet transform of a real-valued signal is constructed, resolving the time-dependent effects of non-negligible amplitude and frequency modulation. The analytic signal is first locally…

Statistics Theory · Mathematics 2011-10-18 Jonathan M. Lilly , Sofia C. Olhede

Recurrence analysis is a well settled method allowing to discern chaos from order, and determinism from noise. We apply this tool to study time series representing geodesic and inspiraling motion of a test particle in a deformed Kerr…

General Relativity and Quantum Cosmology · Physics 2017-10-24 Georgios Lukes-Gerakopoulos , Ondřej Kopáček

The generalized Morse wavelets are shown to constitute a superfamily that essentially encompasses all other commonly used analytic wavelets, subsuming eight apparently distinct types of analysis filters into a single common form. This…

Methodology · Statistics 2015-06-04 Jonathan M. Lilly , Sofia C. Olhede

The detection of power-laws in real data is a demanding task for several reasons. The two, more frequently met, being: (i) real data possess noise which affects significantly the power-law tails and (ii) there is no solid tool for the…

Data Analysis, Statistics and Probability · Physics 2020-05-13 Yiannis F. Contoyiannis , Stelios Potirakis , Fotios K. Diakonos

Using wavelet analysis approach, we can derive a measure of the disorder content of solar activity, following the temporal evolution of the so-called wavelet entropy. The interesting feature of this parameter is its ability to extract a…

Astrophysics · Physics 2015-06-24 Stefano Sello

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

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

Dynamical energy analysis was recently introduced as a new method for determining the distribution of mechanical and acoustic wave energy in complex built up structures. The technique interpolates between standard statistical energy…

Computational Physics · Physics 2012-08-21 David J. Chappell , Gregor Tanner , Stefano Giani

In this paper high resolution wave probe records are examined using wavelet techniques with a view to determining the sources and relative contributions of capillary wave energy along representative wind wave forms. Wavelets enable…

Fluid Dynamics · Physics 2017-06-27 F. C. G. A. Nicolleau , J. C. Vassilicos

A program WWZ is introduced, which realizes the wavelet analysis using an improved modification of the algorithm of the Morlet wavelet for a general case of irregularly spaced data, which is typical for the databases available in virtual…

Instrumentation and Methods for Astrophysics · Physics 2013-10-21 Ivan L. Andronov , Alevtina V. Naumova

Wavelet basis functions are a natural tool for analyzing turbulent flows containing localized coherent structures of different spatial scales. Here, wavelets are used to study the onset and subsequent transition to fully developed…

Plasma Physics · Physics 2022-04-13 Ari Le , Vadim Roytershteyn , Homa Karimabadi , Adam Stanier , Luis Chacon , Kai Schneider

In this study, we perform some analysis for the probability distributions in the space of frequency and time variables. However, in the domain of high frequencies, it behaves in such a way as the highly non-linear dynamics. The wavelet…

General Finance · Quantitative Finance 2024-11-22 Tatsuru Kikuchi
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