Search Results - subject:"Wavelet Analysis"

Multifractality of river runoff and precipitation: comparison of fluctuation analysis and wavelet methods

Kantelhardt, Jan W.; Rybski, Diego; Zschiegner, Stephan A. - In: Physica A: Statistical Mechanics and its Applications 330 (2003) 1, pp. 240-245

We study the multifractal temporal scaling properties of river discharge and precipitation records. We compare the results for the multifractal detrended fluctuation analysis method with the results for the wavelet-transform modulus maxima technique and obtain agreement within the error margins....

Persistent link: https://www.econbiz.de/10010588560

Wavelet analysis in a traffic model

Huang, Ding-wei - In: Physica A: Statistical Mechanics and its Applications 329 (2003) 1, pp. 298-308

Wavelet analysis is applied to the study of vehicular fluctuations in highway traffic. The traffic flow on a single … wavelet-spectrum. Wavelet analysis provides a useful tool to explore the self-similarity in traffic fluctuations. …

Persistent link: https://www.econbiz.de/10010589549

Brain electrical activity analysis using wavelet-based informational tools (II): Tsallis non-extensivity and complexity measures

Rosso, O.A; Martin, M.T; Plastino, A - In: Physica A: Statistical Mechanics and its Applications 320 (2003) C, pp. 497-511

The processing of information by the brain is reflected in dynamical changes of the electrical activity in (i) time, (ii) frequency, and (iii) space. Therefore, the concomitant studies require methods capable of describing the qualitative variation of the signal in both time and frequency. The...

Persistent link: https://www.econbiz.de/10011064140

Brain electrical activity analysis using wavelet-based informational tools

Rosso, O.A; Martin, M.T; Plastino, A - In: Physica A: Statistical Mechanics and its Applications 313 (2002) 3, pp. 587-608

The traditional way of analyzing brain electrical activity, on the basis of Electroencephalography (EEG) records, relies mainly on visual inspection and years of training. Although it is quite useful, of course, one has to acknowledge its subjective nature that hardly allows for a systematic...

Persistent link: https://www.econbiz.de/10010590009

Characterization of time dynamical evolution of electroencephalographic epileptic records

Rosso, Osvaldo A; Mairal, Marı́a Liliana - In: Physica A: Statistical Mechanics and its Applications 312 (2002) 3, pp. 469-504

Since traditional electrical brain signal analysis is mostly qualitative, the development of new quantitative methods is crucial for restricting the subjectivity in the study of brain signals. These methods are particularly fruitful when they are strongly correlated with intuitive physical...

Persistent link: https://www.econbiz.de/10011059762

Wavelet Analysis of the Cost-of-Carry Model

Lin, Shinn-Juh; Stevenson, Maxwell - In: Studies in Nonlinear Dynamics & Econometrics 5 (2001) 1

In this paper, it is shown how one can employ the wavelet analysis to reconstruct data based only on the subset of …

Persistent link: https://www.econbiz.de/10014620844

Wavelet Analysis of the Cost-of-Carry Model

Lin, Shinn-Juh; Stevenson, Maxwell - In: Studies in Nonlinear Dynamics & Econometrics 5 (2001) 1, pp. 87-102

In this paper, it is shown how one can employ the wavelet analysis to reconstruct data based only on the subset of …

Persistent link: https://www.econbiz.de/10005584871

Wavelet analysis of discharge dynamics of fusimotor neurons

Stratimirović, Dj.; Milošević, S.; Blesić, S.; … - In: Physica A: Statistical Mechanics and its Applications 291 (2001) 1, pp. 13-23

We study the interspike intervals (ISI) time series of the spontaneous fusimotor neuron activity by applying the wavelet transform analysis and confirm the existence of the white noise characteristics of the ISI time series. This means that the neuron activity may serve as the requisite noisy...

Persistent link: https://www.econbiz.de/10011062696

An Introduction to Wavelet Theory in Finance:A Wavelet Multiscale Approach

In, Francis; Kim, Sangbae - World Scientific Publishing Co. Pte. Ltd.

This book offers an introduction to wavelet theory and provides the essence of wavelet analysis ¡ª including Fourier … unique text starts with a description of the key features and applications of wavelets. After an overview of wavelet analysis ….<b>Contents:</b> <ul> <li>Methodology: Introduction to Wavelet Analysis</li> <li>Multiscale Hedge Ratio Between the Stock and Futures …

Persistent link: https://www.econbiz.de/10011156367