Using the Wavelet Transform for Time Series Analysis

DOI10.1007/978-3-030-61713-4_4zbMath1475.62233OpenAlexW3134125323MaRDI QIDQ5860752

María B. Arouxet, Victoria Vampa, V. E. Pastor

Publication date: 22 November 2021

Published in: Applications of Wavelet Multiresolution Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-030-61713-4_4

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Applications of statistics to environmental and related topics (62P12)

Uses Software

• robustbase

Cites Work

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• Self-affine time series: Measures of weak and strong persistence.
• LIBOR troubles: anomalous movements detection based on maximum entropy
• The wavelet-based synthesis for fractional Brownian motion proposed by F. Sellan and Y. Meyer: Remarks and fast implementation
• Robust Statistics
• Fractional Brownian Motions, Fractional Noises and Applications

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