Wavelet analysis of uniformly time-modulated processes

被引：0
|
作者：
Mansouri, Behzad [1 ]
机构：
[1] Shahid Chamran Univ Ahvaz, Dept Stat, Fac Math & Comp Sci, Ahvaz, Iran
来源：
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 2018年 / 47卷 / 08期
关键词：
Time series; Uniformly modulated processes; Uncorrelation; Wavelet; MODELS;
D O I：
10.1080/03610926.2017.1335416
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
Uniformly time-modulated processes (UTMP) offer a simple, though convenient model for many non stationary time series. However, in many applications, dependency is considered as a disturbing factor. For the UTMP using Weierstrass representation of modulating function, we demonstrated that the correlation between coefficients in wavelet domain is a decreasing function of number of wavelet vanishing moments and tends to zero in progressive rate as we move from finer scales to coarser scales.
引用
收藏
页码：2036 / 2041
页数：6
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