Wavelet analysis and synthesis of fractional Brownian motion.
Patrick FlandrinPublished in: IEEE Trans. Inf. Theory (1992)
Keyphrases
- wavelet analysis
- fractional brownian motion
- long range
- non stationary
- fractal dimension
- long range dependence
- multiresolution
- wavelet transform
- random fields
- factor analysis
- gaussian function
- financial markets
- feature detection
- basis functions
- low frequency
- mathematical model
- long term
- pairwise
- image segmentation
- texture analysis
- high frequency
- clustering method
- parameter estimation
- linear combination
- stock price
- co occurrence
- knowledge discovery
- feature vectors