Wavelet analysis of uniformly time-modulated processes

Behzad Mansouri

Communications in Statistics - Theory and Methods, 2018, vol. 47, issue 8, 2036-2041

Abstract: Uniformly time-modulated processes (UTMP) offer a simple, though convenient model for many non stationary time series. However, in many applications, dependency is considered as a disturbing factor. For the UTMP using Weierstrass representation of modulating function, we demonstrated that the correlation between coefficients in wavelet domain is a decreasing function of number of wavelet vanishing moments and tends to zero in progressive rate as we move from finer scales to coarser scales.

Date: 2018
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DOI: 10.1080/03610926.2017.1335416

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