MULTIVARIATE SPECTRAL ANALYSIS USING HILBERT WAVELET PAIRS

DOI10.1142/S0219691304000652zbMath1071.62082MaRDI QIDQ5697086

Peter F. Craigmile, Brandon Whitcher

Publication date: 17 October 2005

Published in: International Journal of Wavelets, Multiresolution and Information Processing (Search for Journal in Brave)

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Inference from stochastic processes and spectral analysis (62M15) Applications of functional analysis in probability theory and statistics (46N30)

Related Items (3)

APPLICATION OF ADAPTIVE WAVELET NETWORKS FOR VIBRATION CONTROL OF BASE ISOLATED STRUCTURES ⋮ Amplitude and phase synchronization of European business cycles: a wavelet approach ⋮ INTELLIGENT OPTIMAL CONTROL OF ROBOTIC MANIPULATORS USING WAVELETS

Uses Software

• longmemo

Cites Work

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• Time series: theory and methods.
• Ten Lectures on Wavelets
• The empirical mode decomposition and the Hilbert spectrum for nonlinear and non-stationary time series analysis
• Automatic Statistical Analysis of Bivariate Nonstationary Time Series
• On estimation of the wavelet variance
• Entropy-based algorithms for best basis selection
• The design of approximate Hilbert transform pairs of wavelet bases

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