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   -> Volume 4, Issue 6

Question: Applications of Wavelets Analysis to Time-Series
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Author Message (James Gaines)

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


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.


Thanks in advance,

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