A Novel Time-Frequency Analysis Approach for Nonstationary Time Series Using Multiresolution Wavelet.

Si-Rui Tan Yang Li Ke Li

Published in: ICDM Workshops (2014)

Keyphrases

non stationary
autoregressive
stock price
financial time series
adaptive algorithms
multiresolution wavelet
input image
concept drift
multidimensional time series
higher order
empirical mode decomposition
multiscale
pairwise
random fields
blind source separation
multi component