In order to explain many secret events of natural phenomena, analyzing non-stationary series is generally an attractive issue for various research areas. The wavelet transform technique, which has been widely used last two decades, gives better results than former techniques for the analysis of...

This paper studies the estimation of time series regression when both regressors and disturbances have long memory. In contrast with the frequency domain estimation as in Robinson and Hidalgo (1997), we propose to estimate the same regression model with discrete wavelet transform (DWT) of the...

This paper introduces and describes an alternative clustering approach based on the discrete wavelet transform (DWT) which satisfies requirements that other clustering methods, like discriminative-based clustering and model-based clustering approaches, do not satisfy. The clustering method has...

This paper describes a new approach to analys the Fractional Difference (FD) processes using spectral analysis. The approach is based on the periodogram and the main idea behind it is to divide the Fourier frequencies into different frequency intervals or bands, matching the band-pass of the...

Wavelet based flood forecasting models are known to perform better than conventional models, yet the effect of the way wavelet components are combined to develop a model on the forecasting performance, is inadequately investigated. To demonstrate this, two types of wavelet- adaptive neuro-fuzzy...

The diagnosis of several neurological disorders is based on the detection of typical pathological patterns in electroencephalograms (EEGs). This is a time-consuming task requiring significant training and experience. A lot of effort has been devoted to developing automatic detection techniques...

In the present study an innovative diagnostic system of the combustion process, developed especially for cogenerative reciprocating engines, is introduced. This work is part of a more wide research activity, dedicated to the development of diagnostic systems for energy plants. This system is...

Measurement of the active, reactive, and apparent power is one of the most fundamental tasks of smart meters in energy systems. Recently, a number of studies have employed the discrete wavelet transform (DWT) for power measurement in smart meters. The most common way to implement DWT is the...

Nowadays financial markets such as stock markets, gold and currency because of their significant returns are the investors’ main target. Their aim is to invest in a way that they can earn the highest profit. Among these markets, the stock market is of utmost importance since it deals with...

There is a considerable literature relating to a lead-lag relationship between the stock index (spot) and stock index futures markets in developed countries compared to emerging countries. The analysis of this relationship in an emerging market based on a different investment horizon is...