Estimation of the autoregressive operator by wavelet packets

Autor:	Algirdas Laukaitis, Olegas Vasilecas, Ricardas Laukaitis
Rok vydání:	2009
Předmět:	Statistics and Probability Discrete wavelet transform Mathematical optimization Wavelet Autoregressive model Stationary wavelet transform Second-generation wavelet transform Wavelet transform Cascade algorithm Statistics Probability and Uncertainty Algorithm Mathematics Wavelet packet decomposition
Zdroj:	Statistics & Probability Letters. 79:38-43
ISSN:	0167-7152
DOI:	10.1016/j.spl.2008.07.011
Popis:	In this paper, we suggest to use wavelet packet bases as an alternative to the widely used principal component analysis in an estimation of the functional autoregressive processes. By extending the notion of the so-called non-standard form of operators representation, we search for the “best” basis on a criterion of highest correlation between pairs of wavelet packet coefficients.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::91fd1717399280805f8c7a5726e493d9 https://doi.org/10.1016/j.spl.2008.07.011 Zobrazit plný text záznamu Full Text from ScienceDirect