Research On Similarity of Stochastic Non-stationary Time Series Data Based on Wavelet-Fractal.
Hui ZhouJianrong HouBole ShiXiaofeng ZhaoPublished in: IRI (2003)
Keyphrases
- non stationary
- fractional brownian motion
- financial time series
- change point detection
- markov processes
- random fields
- autoregressive
- similarity measure
- adaptive algorithms
- stock price
- wavelet packet
- image compression
- multiscale
- temporal evolution
- wavelet transform
- multiresolution
- fractal dimension
- concept drift
- blind source separation
- white noise
- biomedical signals
- wavelet decomposition
- wavelet domain
- stock market
- wavelet coefficients
- denoising