Analysis of time series and signals using the Square Wave Method

MaRDI QIDQ6511710arXivFDO

Authors Osvaldo Skliar, Ricardo E. Monge, Sherry Gapper

Published in arXiv

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Numerical linear algebra (65F99) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Abstract: The Square Wave Method (SWM), previously introduced for the analysis of signals and images, is presented here as a mathematical tool suitable for the analysis of time series and signals. To show the potential that the SWM has to analyze many different types of time series, the results of the analysis of a time series composed of a sequence of 10,000 numerical values are presented here. These values were generated by using the Mathematical Random Number Generator (MRNG).

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