Software issues in wavelet analysis of financial data - Numerical ...

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Translation invariant SDWTx(t)d 1x(t)d 2d 3d 4s 4Results Matter. Trust NAG.10
Choosing a Wavelet Method CWTContinuous transformVisualise as surface DWT/MRADiscrete, multiresolutionEfficient storage of signal Matching PursuitAdapt basis to dataAt each level of MRA choosewaveform to minimise residualpassed to next level SDWTTranslation invariantNo down-samplingResults Matter. Trust NAG.11
Page 1 and 2: Numerical Algorithms GroupMathemati
Page 4 and 5: Wavelet Transformsx(t),Decompose ti
Page 6 and 7: Wavelet Functions1Morlet (k=5)0.2Da
Page 9: Stationary DWT (SDWT)Note: DWT is N
Page 13 and 14: CWT (2) Find common normalisation f
Page 15 and 16: Implementation and algorithms (2) D
Page 17 and 18: De-NoisingTransform data into wavel
Page 19 and 20: Self-similarityScalogram represents
Page 21: Summary1) Wavelet transforms provid

Software issues in wavelet analysis of financial data - Numerical ...

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