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We construct and study a class of spectral graph wavelets by analogy with Hermitian wavelets on the real line. We provide a localization result that significantly improves upon those previously available, enabling application to highly…

Functional Analysis · Mathematics 2020-10-05 Zach Gelbaum , Mathew Titus , James Watson

We present two methods for detecting patterns and clusters in high dimensional time-dependent functional data. Our methods are based on wavelet-based similarity measures, since wavelets are well suited for identifying highly discriminant…

Methodology · Statistics 2013-02-15 Anestis Antoniadis , Xavier Brossat , Jairo Cugliari , Jean-Michel Poggi

This paper has three main contributions. The first is the construction of wavelet transforms from B-spline scaling functions defined on a grid of non-equispaced knots. The new construction extends the equispaced, biorthogonal, compactly…

Statistics Theory · Mathematics 2016-10-20 Maarten Jansen

The proliferation and ubiquity of temporal data across many disciplines has sparked interest for similarity, classification and clustering methods specifically designed to handle time series data. A core issue when dealing with time series…

Machine Learning · Computer Science 2023-09-26 Iñigo Martinez

We review the central results concerning wavelet methods in multifractal analysis, which consists in analysis of the pointwise singularities of a signal, and we describe its recent extension to multivariate multifractal analysis, which…

Signal Processing · Electrical Eng. & Systems 2022-09-30 Stéphane Jaffard , Guillaume Saës , Wejdene Ben Nasr , Florent Palacin , Véronique Billat

Many real-world time series exhibit multiple seasonality with different lengths. The removal of seasonal components is crucial in numerous applications of time series, including forecasting and anomaly detection. However, many…

Applications · Statistics 2021-09-21 Linxiao Yang , Qingsong Wen , Bo Yang , Liang Sun

We analyze the Bombay stock exchange (BSE) price index over the period of last 12 years. Keeping in mind the large fluctuations in last few years, we carefully find out the transient, non-statistical and locally structured variations. For…

Statistical Finance · Quantitative Finance 2010-07-26 Prasanta K. Panigrahi , Sayantan Ghosh , P. Manimaran , Dilip P. Ahalpara

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

The complex structure of a typical stratus cloud base height (or profile) time series is analyzed with respect to the variability of its fluctuations and their correlations at all experimentally observed temporal scales. Due to the…

Condensed Matter · Physics 2012-09-04 K. Ivanova , H. N. Shirer , E. E. Clothiaux , N. Kitova , M. A. Mikhalev , T. P. Ackerman , M. Ausloos

The problem of estimating trend and seasonal variation in time-series data has been studied over several decades, although mostly using single time series. This paper studies the problem of estimating these components from functional data,…

Applications · Statistics 2017-04-25 Liang-Hsuan Tai , Anuj Srivastava , Kyle A. Gallivan

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

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

We give a fairly comprehensive review of wavelets and of their application to density-functional theory (DFT) and to our recent application of a wavelet-based version of linear-response time-dependent DFT (LR-TD-DFT). Our intended audience…

Other Condensed Matter · Physics 2011-10-24 Bhaarathi Natarajan , Mark E. Casida , Luigi Genovese , Thierry Deutsch

A multiresolution technique on tessellation graphs for particle dynamics is proposed. This allows to split spatial field data given on millions of discrete particle positions into scale-dependent contributions. The Delaunay tessellation is…

Fluid Dynamics · Physics 2026-05-20 Keigo Matsuda , Thibault Maurel-Oujia , Kai Schneider

We present a detailed review of large-scale structure (LSS) study using the discrete wavelet transform (DWT). After describing how one constructs a wavelet decomposition we show how this bases can be used as a complete statistical…

Astrophysics · Physics 2016-08-30 Li-Zhi Fang , Jesus Pando

In deep time series forecasting, the Fourier Transform (FT) is extensively employed for frequency representation learning. However, it often struggles in capturing multi-scale, time-sensitive patterns. Although the Wavelet Transform (WT)…

Machine Learning · Computer Science 2026-02-09 Ziyu Zhou , Jiaxi Hu , Qingsong Wen , James T. Kwok , Yuxuan Liang

Wavelets are widely used in various disciplines to analyse signals both in space and scale. Whilst many fields measure data on manifolds (i.e., the sphere), often data are only observed on a partial region of the manifold. Wavelets are a…

Information Theory · Computer Science 2023-04-24 Patrick J. Roddy

Multivariate time series with long-dependence are observed in many applications such as finance , geophysics or neuroscience. Many packages provide estimation tools for univariate settings but few are addressing the problem of…

Statistics Theory · Mathematics 2018-11-27 Sophie Achard , Irène Gannaz

Recent years have seen a surge in data-driven surrogates for dynamical systems that can be orders of magnitude faster than numerical solvers. However, many machine learning-based models such as neural operators exhibit spectral bias,…

Machine Learning · Computer Science 2026-05-07 Xuesong Wang , Michael Groom , Rafael Oliveira , He Zhao , Terence O'Kane , Edwin V. Bonilla

Fractal structures naturally emerge in quantum systems whose initial states exhibit spatial discontinuities, a phenomenon first identified by Berry in the paradigmatic case of a particle confined in an infinite potential well. While…

Quantum Physics · Physics 2026-05-01 David Navia , Ángel S. Sanz