Time series analysis with wavelet coefficients

DOI10.1007/BF03167358zbMath0974.62071MaRDI QIDQ5937419

Yasunori Okabe, Naoki Masuda

Publication date: 16 December 2001

Published in: Japan Journal of Industrial and Applied Mathematics (Search for Journal in Brave)

zbMATH Keywords

predictionsstationary wavelet transformweak stationarity test

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40)

Cites Work

• The theory of KM\(_2\)O-Langevin equations and its applications to data analysis. I: Stationary analysis
• Time series in the time domain
• Nonlinear prediction of chaotic time series
• Predicting chaotic time series with wavelet networks
• Maximum entropy spectral analysis and ARMA processes (Corresp.)
• The theory of KM₂O-Langevin equations and its applications to data analysis (III): Deterministic analysis
• The theory of KM₂O-Langevin equations and applications to data analysis (II): Causal analysis (1)
• Wavelets
• Wavelet Reconstruction of Nonlinear Dynamics
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