MULTISCALE TREND ANALYSIS
نویسندگان
چکیده
منابع مشابه
Multiscale Trend Analysis
This paper introduces a multiscale analysis based on optimal piecewise linear approximations of time series. An optimality criterion is formulated and on its base a computationally effective algorithm is constructed for decomposition of a time series into a hierarchy of trends (local linear approximations) at different scales. The top of the hierarchy is the global linear approximation over the...
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ژورنال
عنوان ژورنال: Fractals
سال: 2004
ISSN: 0218-348X,1793-6543
DOI: 10.1142/s0218348x04002604