Wavelet analysis of uniformly time-modulated processes |
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Authors: | Behzad Mansouri |
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Institution: | Department of Statistics, Faculty of Mathematics and Computer Science, Shahid Chamran University of Ahvaz, Ahvaz, Iran |
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Abstract: | Uniformly time-modulated processes (UTMP) offer a simple, though convenient model for many non stationary time series. However, in many applications, dependency is considered as a disturbing factor. For the UTMP using Weierstrass representation of modulating function, we demonstrated that the correlation between coefficients in wavelet domain is a decreasing function of number of wavelet vanishing moments and tends to zero in progressive rate as we move from finer scales to coarser scales. |
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Keywords: | Time series Uniformly modulated processes Uncorrelation Wavelet |
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