Software issues in wavelet analysis of financial data - Numerical ...
Software issues in wavelet analysis of financial data - Numerical ...
Software issues in wavelet analysis of financial data - Numerical ...
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<strong>S<strong>of</strong>tware</strong> implementation and algorithms Reproducibility is desirable –algorithms precisely def<strong>in</strong>ed to allow <strong>in</strong>dependent implementations –Taswell (1998), c.f. Buckheit and Donoho (1995) Edge effects –contam<strong>in</strong>ate ends <strong>of</strong> transform for f<strong>in</strong>ite signals – various end conditionsused to reduce their effect: periodic extension, reflection, zero-padd<strong>in</strong>g … CWT –implement quadrature and convolution <strong>in</strong> time doma<strong>in</strong> orelse convolution with Fourier Transform <strong>of</strong> <strong>wavelet</strong> <strong>in</strong> frequency doma<strong>in</strong>Parallel implementationResults Matter. Trust NAG.14
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