An Entropy Based in Wavelet Leaders to Quantify the Local Regularity of a Signal and its Application to Analize the Dow Jones Index.
Mariel RosenblattEduardo SerranoAlejandra FigliolaPublished in: Int. J. Wavelets Multiresolution Inf. Process. (2012)
Keyphrases
- dow jones
- original signal
- wavelet analysis
- stock price
- soft threshold
- wavelet packet transform
- signal processing
- mexican hat
- wavelet transform
- non stationary
- wavelet packet
- multiresolution
- multiscale
- denoising
- stock exchange
- power spectrum
- matching pursuit
- frequency domain
- wavelet coefficients
- high frequency
- databases
- financial data
- energy distribution
- wavelet domain
- wavelet decomposition
- low pass
- index structure
- data analysis
- vibration signal
- denoising methods
- inverted index
- feature extraction