Wavelet clustering in time series analysis

MaRDI QIDQ3428575zbMATH OpenFDO

Authors Carlo Cattani, Armando Ciancio

Publication date 27 March 2007

Full work available at URL https://eudml.org/doc/127881

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zbMATH Keywords

discrete wavelet transformfinite differencesriskstock pricingstime series

Mathematics Subject Classification ID

Numerical methods for wavelets (65T60) Economic time series analysis (91B84) Numerical methods (including Monte Carlo methods) (91G60)

Recommendations

• ANALYSIS OF TIME SERIES WITH WAVELETS
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Cited in

(6)

• Wavelet-based fuzzy clustering of interval time series
• Consensus patterns of a set of time series via a wavelet-based temporal localization: emphasizing the utility over point-wise averaging and averaging under dynamic time warping
• Pattern recognition of time series using wavelets
• Spikes sorting by wavelet time decomposition
• ANALYSIS OF TIME SERIES WITH WAVELETS
• Wavelet methods in (financial) time-series processing

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