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 |
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| Date |
2015-03-22T19:20:23Z
2015-03-22T19:20:23Z 2015-01 |
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| 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 |
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| 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. |
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| Language |
en
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| Publisher |
IJSER
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| Subject |
correlation structure
expansion self-similarity time series wavelet coefficients wavelet-analysis |
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| Title |
Properties of wavelet coefficients of self-similar time series
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| Type |
Article
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