Data-adaptive wavelets and multi-scale singular-spectrum analysis

DOI10.1016/S0167-2789(00)00045-2zbMath0971.62050arXivchao-dyn/9810034OpenAlexW2011092792WikidataQ127125114 ScholiaQ127125114MaRDI QIDQ1583823

Didier Sornette, Pascal Yiou, Michael Ghil

Publication date: 4 October 2001

Published in: Physica D (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/chao-dyn/9810034

zbMATH Keywords

multiplicative noisenonstationary time seriesEl Niñoclimatic signalslog-periodic processsingular-spectrum analysissouthern oscillation

Mathematics Subject Classification ID

Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Applications of statistics to environmental and related topics (62P12) Inference from stochastic processes and spectral analysis (62M15)

Related Items (6)

Filtering and frequency interpretations of singular spectrum analysis ⋮ Timescale effect estimation in time-series studies of air pollution and health: a singular spectrum analysis approach ⋮ A study of singular spectrum analysis with global optimization techniques ⋮ Construction of data-adaptive orthogonal wavelet bases with an extension of principal component analysis ⋮ Boolean delay equations: A simple way of looking at complex systems ⋮ Modeling daily realized futures volatility with singular spectrum analysis

Uses Software

• sapa

Cites Work

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