Wavelet Transform Application for/in Non-Stationary Time-Series Analysis: A Review
نویسندگان
چکیده
منابع مشابه
Wavelet analysis for non-stationary, nonlinear time series
Methods for detecting and quantifying nonlinearities in nonstationary time series are introduced and developed. In particular, higher-order wavelet analysis was applied to an ideal time series and the quasi-biennial oscillation (QBO) time series. Multiple-testing problems inherent in wavelet analysis were addressed by controlling the false discovery rate. A new local autobicoherence spectrum fa...
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Fuzzy rule based systems are increasingly being used to deal with time series processes that may lack stochastic stability due to non-stationarity, multiscaling and persistent autocorrelations. Wavelet filtering can be used to deal with such phenomenon. A method for creating a fuzzy-rule base from a time series, where the first difference (returns) of the preprocessed series is used, and high f...
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ژورنال
عنوان ژورنال: Applied Sciences
سال: 2019
ISSN: 2076-3417
DOI: 10.3390/app9071345