Least-squares wavelet analysis of unequally spaced and non-stationary time series and its applications

DOI10.1007/s11004-017-9691-0zbMath1407.62313OpenAlexW2724626982MaRDI QIDQ1719815

Ebrahim Ghaderpour, Spiros D. Pagiatakis

Publication date: 12 February 2019

Published in: Mathematical Geosciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11004-017-9691-0

zbMATH Keywords

waveletleast-squaresspectrogramunequally spacedunequally weighted

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Numerical methods for wavelets (65T60) Geostatistics (86A32)

Uses Software

• NESToolbox
• nuSpectral

Cites Work

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• Stochastic significance of peaks in the least-squares spectrum
• Interpolation methods for nonlinear wavelet regression with irregularly spaced design
• On covariance estimation of non-synchronously observed diffusion processes
• Biorthogonal bases of compactly supported wavelets
• The empirical mode decomposition and the Hilbert spectrum for nonlinear and non-stationary time series analysis
• Wavelet Transform With Tunable Q-Factor
• Empirical Wavelet Transform
• Alias-Free Sampling of Random Noise

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