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Title: Properties of wavelet coefficients of self-similar time series
Authors: Lyashenko, V.
Deineko, Z.
M. Ayaz Ahmad
Keywords: correlation structure
time series
wavelet coefficients
Issue Date: 2015
Publisher: IJSER
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.
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.
Appears in Collections:Кафедра інформатики (ІНФ)

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