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
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
相关论文
共 50 条
[41]   The Application of Wavelet Analysis in Financial Multiple Change Points Time Series [J].
Zhang, Shuxia ;
Cong, Xinrong .
2018 5TH INTERNATIONAL CONFERENCE ON INDUSTRIAL ECONOMICS SYSTEM AND INDUSTRIAL SECURITY ENGINEERING (IEIS 2018), 2018,
[42]   Artificial Detection of Lower-Frequency Periodicity in Climatic Studies by Wavelet Analysis Demonstrated on Synthetic Time Series [J].
Hochman, Assaf ;
Saaroni, Hadas ;
Abramovich, Felix ;
Alpert, Pinhas .
JOURNAL OF APPLIED METEOROLOGY AND CLIMATOLOGY, 2019, 58 (09) :2077-2086
[43]   Alignment of Noisy and Uniformly Scaled Time Series [J].
Lipowsky, Constanze ;
Dranischnikow, Egor ;
Goettler, Herbert ;
Gottron, Thomas ;
Kemeter, Mathias ;
Schoemer, Elmar .
DATABASE AND EXPERT SYSTEMS APPLICATIONS, PROCEEDINGS, 2009, 5690 :675-688
[44]   Investigation of karstic hydrological processes of Niangziguan Springs (North China) using wavelet analysis [J].
Hao, Yonghong ;
Liu, Guoliang ;
Li, Huamin ;
Li, Zhongtang ;
Zhao, Jiaojuan ;
Yeh, Tian-Chyi J. .
HYDROLOGICAL PROCESSES, 2012, 26 (20) :3062-3069
[45]   Large deviations for Markov jump processes with uniformly diminishing rates [J].
Agazzi, Andrea ;
Andreis, Luisa ;
Patterson, Robert I. A. ;
Renger, D. R. Michiel .
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2022, 152 :533-559
[46]   Learning marked Markov modulated Poisson processes for online predictive analysis of attack scenarios [J].
Carnevali, Laura ;
Santoni, Francesco ;
Vicario, Enrico .
2019 IEEE 30TH INTERNATIONAL SYMPOSIUM ON SOFTWARE RELIABILITY ENGINEERING (ISSRE), 2019, :195-205
[47]   Uniformly asymptotic normality of estimation of the drift function for diffusion processes [J].
Yang, Shanchao ;
Lan, Qi ;
Xu, Xueyan ;
Liang, Zhu .
JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 2025, 239
[48]   Wavelet Estimation of Partial Derivatives in Multivariate Regression Under Discrete-Time Stationary Ergodic Processes [J].
Didi, Sultana ;
Bouzebda, Salim .
MATHEMATICS, 2025, 13 (10)
[49]   Gamma-modulated Wavelet Model for Internet of Things Traffic [J].
Li, Yuhong ;
Huang, Yuanyuan ;
Su, Xiang ;
Riekki, Jukka ;
Flores, Huber ;
Sun, Chao ;
Wei, Hanyu ;
Wang, Hao ;
Han, Lei .
2017 IEEE INTERNATIONAL CONFERENCE ON COMMUNICATIONS (ICC), 2017,
[50]   Statistical analysis for stationary time processes with irregular observations [J].
Ghazal, MA .
APPLIED MATHEMATICS AND COMPUTATION, 2003, 134 (2-3) :363-370