Properties of wavelet coefficients of self-similar time series

Lyashenko, V.; Deineko, Z.; M. Ayaz Ahmad

Публікація:
Properties of wavelet coefficients of self-similar time series

dc.contributor.author	Lyashenko, V.
dc.contributor.author	Deineko, Z.
dc.contributor.author	M. Ayaz Ahmad
dc.date.accessioned	2016-09-05T07:03:36Z
dc.date.available	2016-09-05T07:03:36Z
dc.date.issued	2015
dc.description.abstract	The analysis and processing of sequence of the data presented in the form of time series, is one of the prevalent methodologies in studying of various processes and the phenomena which are concerned to different fields of activity and researches. As a practice shows, the most of investigated time series have a property of self-similarity. At the same time, among existing variety of different ways and methods for the data processing which are presented in the form of a time series, it is possible to allocate the ideology of a multiresolution wavelet-analysis. The essence of such ideology consists in carrying out of wavelet-expansion of investigated data and the subsequent analysis of corresponding coefficients of such expansion – wavelets coefficients. Thus, necessity in answer to a question about properties of such wavelet coefficients is objective. It makes a basis of the given research. Hence, the basic properties of wavelet coefficients of self-similar time series are formulated and proved on theoretical level in this work. Also, there are presented the results of experiments which have confirmed a theoretical substantiation of the basic properties of wavelet coefficients of self-similar time series. They have shown that the considered properties are characteristic for time series with different correlation structure.	uk_UA
dc.identifier.citation	Lyashenko V. Properties of wavelet coefficients of self-similar time series / V. Lyashenko, Zh. V. Deineko, M. Ayaz Ahmad // International Journal of Scientific and Engineering Research. – 2015. – Vol. 6. – № 1. – P. 1492-1499.	uk_UA
dc.identifier.uri	http://openarchive.nure.ua/handle/document/2056
dc.language.iso	en	uk_UA
dc.publisher	IJSER	uk_UA
dc.subject	correlation structure	uk_UA
dc.subject	expansion	uk_UA
dc.subject	self-similarity	uk_UA
dc.subject	time series	uk_UA
dc.subject	wavelet coefficients	uk_UA
dc.subject	wavelet-analysis	uk_UA
dc.title	Properties of wavelet coefficients of self-similar time series	uk_UA
dc.type	Article	uk_UA
dspace.entity.type	Publication