The Wavelet Digest Homepage
Return to the homepage
Search the complete Wavelet Digest database
Help about the Wavelet Digest mailing list
About the Wavelet Digest
The Digest The Community
 Latest Issue  Back Issues  Events  Gallery
The Wavelet Digest
   -> Volume 4, Issue 6


Question: Applications of Wavelets Analysis to Time-Series
 
images/spacer.gifimages/spacer.gif Reply into Digest
Previous :: Next  
Author Message
jgaines@mcs.com (James Gaines)
Guest





PostPosted: Tue Dec 03, 2002 1:19 pm    
Subject: Question: Applications of Wavelets Analysis to Time-Series
Reply with quote

Question: Applications of Wavelets Analysis to Time-Series

Greetings.

We are looking for some layman references which spell out exactly how and
why wavelets could be applied to time-series analysis in order to better
understand the underlying system represented by the time-series itself.

We at GCC are interested in *applied* works involving wavelets and their
applications to Time-Series analysis.

The people at StatSci have a wavelets product (which is written in S) that
analysis a time-series in order to better understand localized periodicity
and/or sinusoidal frequency. At least that is our understanding. We are
attempting to capture the explanation of what analytical benefits wavelets
analysis of time-series [WATS] brings to the world of analysis. This would
help us better understand what these products (like those being offered by
StatSci) actually offer and know the benefits and limitations of this
technology's application to time-series analysis.

Although we have seen several books, articles and references; none seem to
provide an example of the numerical methods/procedures/algorithms which
processes raw time-series data and subsequently yields characteristics of
that time-series and it's fundamental dynamics.

PLEASE HELP.

Thanks in advance,

James
jgaines@mcs.com
All times are GMT + 1 Hour
Page 1 of 1

 
Jump to: 
 


disclaimer - webmaster@wavelet.org
Powered by phpBB

This page was created in 0.025493 seconds : 18 queries executed : GZIP compression disabled