Запис Детальніше

Properties of wavelet coefficients of self-similar time series

Електронного архіву Харківського національного університету радіоелектроніки (Open Access Repository of KHNURE)

Переглянути архів Інформація
 
 
Поле Співвідношення
 
Creator Lyashenko, Vyacheslav
Deineko, Zhanna
Ahmad, Ayaz
 
Date 2015-03-22T19:20:23Z
2015-03-22T19:20:23Z
2015-01
 
Identifier Lyashenko V. Properties of wavelet coefficients of self-similar time series / V. Lyashenko, Zh. V. Deineko, M. Ayaz Ahmad // International Journal of Scientific and Engineering Research. – 2015. – Vol. 6. – № 1. – P. 1492-1499.
2229-5518
http://hdl.handle.net/123456789/1926
 
Description The analysis and processing of sequence of the data presented in the form of time series, is one of the prevalent
methodologies in studying of various processes and the phenomena which are concerned to different fields of activity and researches. As a
practice shows, the most of investigated time series have a property of self-similarity. At the same time, among existing variety of different
ways and methods for the data processing which are presented in the form of a time series, it is possible to allocate the ideology of a
multiresolution wavelet-analysis. The essence of such ideology consists in carrying out of wavelet-expansion of investigated data and the
subsequent analysis of corresponding coefficients of such expansion – wavelets coefficients. Thus, necessity in answer to a question about
properties of such wavelet coefficients is objective. It makes a basis of the given research. Hence, the basic properties of wavelet
coefficients of self-similar time series are formulated and proved on theoretical level in this work. Also, there are presented the results of
experiments which have confirmed a theoretical substantiation of the basic properties of wavelet coefficients of self-similar time series. They
have shown that the considered properties are characteristic for time series with different correlation structure.
 
Language en
 
Publisher IJSER
 
Subject correlation structure
expansion
self-similarity
time series
wavelet coefficients
wavelet-analysis
 
Title Properties of wavelet coefficients of self-similar time series
 
Type Article