MODELLING FOR THE WAVELET COEFFICIENTS OF ARFIMA PROCESSES
نویسندگان
چکیده
منابع مشابه
Modelling the Autocorrelation of Wavelet Coefficients for Image Denoising
The undecimated discrete wavelet transform (UDWT) is a powerful image denoising tool, well-known to perform better than orthogonal wavelets. Unlike the case of orthogonal wavelets, noise as well as signal in the UDWT domain are non-white. Because of this inter-pixel correlation, scalar operations such as thresholding do not take full advantage of the power of UDWT. In this paper, we present a m...
متن کاملDifferential Geometry of Arfima Processes
Autoregressive fractionally integrated moving average ARFIMA pro cesses are widely used for modeling time series exhibiting both long memory and short memory behavior Properties of Toeplitz matrices associated with the spectral density functions of Gaussian ARFIMA processes are used to compute di erential geometric quantities INTRODUCTION Time series data occurring in several areas such as geol...
متن کاملstudy of cohesive devices in the textbook of english for the students of apsychology by rastegarpour
this study investigates the cohesive devices used in the textbook of english for the students of psychology. the research questions and hypotheses in the present study are based on what frequency and distribution of grammatical and lexical cohesive devices are. then, to answer the questions all grammatical and lexical cohesive devices in reading comprehension passages from 6 units of 21units th...
the use of appropriate madm model for ranking the vendors of mci equipments using fuzzy approach
abstract nowadays, the science of decision making has been paid to more attention due to the complexity of the problems of suppliers selection. as known, one of the efficient tools in economic and human resources development is the extension of communication networks in developing countries. so, the proper selection of suppliers of tc equipments is of concern very much. in this study, a ...
15 صفحه اولEfficient Bayesian inference for natural time series using ARFIMA processes
Many geophysical quantities, such as atmospheric temperature, water levels in rivers, and wind speeds, have shown evidence of long memory (LM). LM implies that these quantities experience non-trivial temporal memory, which potentially not only enhances their predictability, but also hampers the detection of externally forced trends. Thus, it is important to reliably identify whether or not a sy...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of Time Series Analysis
سال: 2014
ISSN: 0143-9782
DOI: 10.1111/jtsa.12068