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

Wavelet Transforms (2) CWT requires:∫ ∞ −∞ψ ( t)dt= 0∫ ∞ −∞| ψ ( t)|2 dt= 1 DWT (orthogonal filter pair) requires:∑ h nh n + 2 j=n0,Results Matter. Trust NAG.∑2h n= 1,∑ g g n n+2 j= 0, ∑2g n= 1,nnngnn= ( −1)h1−n∑ h g n n+j= 0 2n5