English
Related papers

Related papers: Wavelet Analysis for Time Series Financial Signals…

200 papers

Experiments that compare rhythmic properties across different genetic alterations and entrainment conditions underlie some of the most important breakthroughs in circadian biology. A robust estimation of the rhythmic properties of the…

Quantitative Methods · Quantitative Biology 2021-07-30 Christoph Schmal , Gregor Mönke , Adrián E. Granada

Doppler radars are routinely used for the remote sensing of oceanic surface currents and atmospheric wind profiles. Even though they operate at different frequencies and address different media, they follow very similar processing for the…

Atmospheric and Oceanic Physics · Physics 2021-02-02 Baptiste Domps , Julien Marmain , Charles-Antoine Guérin

We describe a method for analyzing the phase space structures of Hamiltonian systems. This method is based on a time-frequency decomposition of a trajectory using wavelets. The ridges of the time-frequency landscape of a trajectory, also…

Chaotic Dynamics · Physics 2009-11-07 C. Chandre , S. Wiggins , T. Uzer

Wearable electrocardiogram (ECG) measurement using dry electrodes has a problem with high-intensity noise distortion. Hence, a robust noise reduction method is required. However, overlapping frequency bands of ECG and noise make noise…

Signal Processing · Electrical Eng. & Systems 2025-01-14 Takamasa Terada , Masahiro Toyoura

In this paper, we present a finite element method (FEM) framework enhanced by an operator-adapted wavelet decomposition algorithm designed for the efficient analysis of multiscale electromagnetic problems. Usual adaptive FEM approaches,…

Computational Physics · Physics 2026-02-18 F. Şık , F. L. Teixeira , B. Shanker

Assessment of voice signals has long been performed with the assumption of periodicity as this facilitates analysis. Near periodicity of normal voice signals makes short-time harmonic modeling an appealing choice to extract vocal feature…

Audio and Speech Processing · Electrical Eng. & Systems 2022-02-10 Takeshi Ikuma , Andrew J. McWhorter , Lacey Adkins , Melda Kunduk

A finite element methodology for large classes of variational boundary value problems is defined which involves discretizing two linear operators: (1) the differential operator defining the spatial boundary value problem; and (2) a Riesz…

Numerical Analysis · Mathematics 2017-12-08 Brendan Keith , Socratis Petrides , Federico Fuentes , Leszek Demkowicz

Time-varying graph signals are alternative representation of multivariate (or multichannel) signals in which a single time-series is associated with each of the nodes or vertex of a graph. Aided by the graph-theoretic tools, time-varying…

Signal Processing · Electrical Eng. & Systems 2023-01-10 Naveed ur Rehman

The analysis of multivariate time series data is challenging due to the various frequencies of signal changes that can occur over both short and long terms. Furthermore, standard deep learning models are often unsuitable for such datasets,…

Machine Learning · Computer Science 2023-06-21 Iman Deznabi , Madalina Fiterau

The periodogram is a popular tool that tests whether a signal consists only of noise or if it also includes other components. The main issue of this method is to define a critical detection threshold that allows identification of a…

Cosmology and Nongalactic Astrophysics · Physics 2015-05-19 R. Vio , P. Andreani , A. Biggs

Extraction of information in the form of oscillations from noisy data of natural phenomena such as sounds, earthquakes, ionospheric and brain activity, and various emissions from cosmic objects is extremely difficult. As a method for…

Frequency is a central concept in Mathematics, Physics, and Signal Processing. It is the main tool for describing the oscillatory behavior of signals, which is usually argued to be the manifestation of some of their key features, depending…

Signal Processing · Electrical Eng. & Systems 2021-05-28 Móises Soto-Bajo , Andrés Fraguela Collar , Javier Herrera Vega , Raúl Felipe-Sosa

This paper introduces and compares the various techniques for identification and analysis of low frequency oscillations in a power system. Inter-area electromechanical oscillations are the focus of this paper. After multiresolution…

Computational Engineering, Finance, and Science · Computer Science 2024-03-28 Maja Muftic Dedovic , Samir Avdakovic , Adnan Mujezinovic , Nedis Dautbasic

Robust online estimation of oscillation frequency belongs to classical problems of system identification and adaptive control. The given harmonic signal can be noisy and with varying amplitude at the same time, as in the case of damped…

Systems and Control · Electrical Eng. & Systems 2022-01-26 Michael Ruderman

This review considers methods of nonlinear dynamics to apply for analysis of time series corresponding to information streams on the Internet. In the main, these methods are based on correlation, fractal, multifractal, wavelet, and Fourier…

Data Structures and Algorithms · Computer Science 2017-08-24 A. M. Hraivoronska , D. V. Lande

We introduce a new method for reducing phase noise in oscillators, thereby improving their frequency precision. The noise reduction device consists of a pair of coupled nonlinear resonating elements that are driven parametrically by the…

Mesoscale and Nanoscale Physics · Physics 2012-07-18 Eyal Kenig , M. C. Cross , Ron Lifshitz , R. B. Karabalin , L. G. Villanueva , M. H. Matheny , M. L. Roukes

This paper presents a wavelet representation using baseband signals, by exploiting Kotel'nikov results. Details of how to obtain the processes of envelope and phase at low frequency are shown. The archetypal interpretation of wavelets as an…

Classical Analysis and ODEs · Mathematics 2018-08-24 H. M. de Oliveira , R. J. Cintra , R. C. de Oliveira

In this paper we present a multiresolution-based method for period determination that is able to deal with unevenly sampled data. This method allows us to detect superimposed periodic signals with lower signal-to-noise ratios than in…

Astrophysics · Physics 2007-05-23 X. Otazu , M. Ribo , J. M. Paredes , M. Peracaula , J. Nunez

For many real data, long term observation consists of different processes that coexist or occur one after the other. Those processes very often exhibit different statistical properties and thus before the further analysis the observed data…

Statistics Theory · Mathematics 2016-05-30 Kucharczyk Daniel. Wyłomańska Agnieszka , Zimroz Radosław

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
‹ Prev 1 8 9 10 Next ›