Optimisation, Econometric and Financial Analysis
DOI: 10.1007/3-540-36626-1_9
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Non-Dyadic Wavelet Analysis

Abstract: Abstract. The conventional dyadic multiresolution analysis constructs a succession of frequency intervals in the form of (π/2 j , π/2 j−1 ); j = 1, 2, . . . , n of which the bandwidths are halved repeatedly in the descent from high frequencies to low frequencies. Whereas this scheme provides an excellent framework for encoding and transmitting signals with a high degree of data compression, it is less appropriate to statistical data analysis.This paper describes a non-dyadic mixed-radix wavelet analysis which … Show more

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Cited by 14 publications
(7 citation statements)
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References 15 publications
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“…The WD process involves the splitting of the signal into the low and high‐frequency components named approximate (A) and detail (D), from which the approximate and detail coefficients are formed [38–40].…”
Section: Methodsmentioning
confidence: 99%
“…The WD process involves the splitting of the signal into the low and high‐frequency components named approximate (A) and detail (D), from which the approximate and detail coefficients are formed [38–40].…”
Section: Methodsmentioning
confidence: 99%
“…The major benefit of using wavelet transform is that, unlike using single fixed sized analysis window in STFT, it uses windows with variable duration. The high frequency portion of the speech signal is processed by the short duration window, whereas the low frequency part of the speech signal is processed by the long duration window [24,[26][27]. Thus by applying wavelet transform to a speech signal, it can be inspected for the presense or absence of sudden burst (stop phonemes) in a slowly changing signal [20,22].…”
Section: Related Workmentioning
confidence: 99%
“…The equality follows from the identity sin(A + B) − sin(A − B) = 2 cos A sin B. It has been shown by Pollock and Lo Cascio (2006) that, when the interval [0, π] is partitioned by a sequence of p frequency bands of equal width, an orthogonal basis can be obtained for each band by displacing its wavelets successively by p elements at a time. The implication is that, to obtain full information on a process that is limited to such a band, we need only sample it at the rate of one observation in p sample periods.…”
Section: The Processes Underlying the Datamentioning
confidence: 99%