Discrimination of locally stationary time series using wavelets.
Elizabeth Ann MaharajAndrés M. AlonsoPublished in: Comput. Stat. Data Anal. (2007)
Keyphrases
- non stationary
- signal processing
- multiresolution
- multivariate time series
- wavelet transform
- multiscale
- image compression
- abnormal patterns
- autoregressive
- dynamic time warping
- moving average
- wavelet compression
- tensor product
- globally consistent
- long term
- feature selection
- radial basis function
- symbolic representation
- wavelet packet
- stock market
- short term
- multiresolution analysis
- dual tree
- turning points
- texture retrieval
- real time
- database