Calculate wavelets spectral estimate

• Autorzy: Semianchuk N.
• Języki publikacji: EN

Abstrakty

EN

The main task of this research work is applying techniques of wavelet analysis in spectral analysis of stationary random processes. The algorithm of calculation obtained for the spectral estimate of stationary random processes with discrete time via Doubeshies scaling function is studied.

Słowa kluczowe

EN

stationary random processes; wavelet analysis; spectral analysis

• Wydawca: Wydawnictwo Politechniki Częstochowskiej
• Czasopismo: Prace Naukowe Instytutu Matematyki i Informatyki Politechniki Częstochowskiej
• Rocznik: 2012
• Tom: Vol. 11, nr 3
• Strony: 149--157
• Opis fizyczny: Bibliogr. 10 poz., rys., tab.

Twórcy

autor

Semianchuk N.

• Faculty of Mathematics and Computer Science, Grodno State University, Grodno, Belarus,

Bibliografia

• [1] Anderson T., Statistic Analysis of the Time Series, Moscow, Мir 1976.
• [2] Brillinger D., Time Series. Data Processing and Theory, Moscow, Мir 1980.
• [3] Troush N.N., Asymptotic Methods of the Statistic Analysis of the Time Series, BGU, Minsk 1999.
• [4] Daubechies I., Ten Lectures on Wavelets, Scientific-Research Centre “Regular and chaotic dynamic”, Izhevsk 2001.
• [5] Dahlhaus R., Statistical methods in spectral estimation, Stochastische Mathematische Modelle, Heidelberg, December 12, 1992.
• [6] Harris F.J., Using of the data tapers in harmonic analysis via method of discrete Fourier transformation, TSIER 1978, 66, 1, 60-96.
• [7] Semenchuk N., On application of the spectral density estimate obtained via wavelets of stationary random process, 4th International Workshop Computer Algebra Systems in Teaching and Research, Siedlce, Poland, January 31 - February 3, 2007, 281-286.
• [8] Semenchuk N., Deytseva A., On Quadrature Formulas for Calculation of Approximation Wavelet Coefficients, Computer Algebra Systems in Teaching and Research, Mathematical Modeling in Physics, Civil Engineering, Economics and Finance, Siedlce 2011, 36-41.
• [9] Zhurbenko I.G., Spectral Analysis of the Time Series, MGU Publishers, Moscow 1982.
• [10] Zhurbenko I.G., Stochastic Process Simulation, MGU Publishers, Moscow 1990.