连续小波变换:超越单变量和双变量分析

THE CONTINUOUS WAVELET TRANSFORM: MOVING BEYOND UNI‐ AND BIVARIATE ANALYSIS

Journal of Economic Surveys · 2013
被引 651 · 同刊同年前 2%
人大 AABS 2

中文导读

总结了连续小波变换的理论和实现方法,将简单相干性推广到偏相干和多重相干,并介绍了广义Morse小波作为Morlet小波的替代,附有工具箱和示例。

Abstract

Abstract A body of work using the continuous wavelet transform has been growing. We provide a self‐contained summary on its most relevant theoretical results, describe how such transforms can be implemented in practice, and generalize the concept of simple coherency to partial wavelet coherency and multiple wavelet coherency, moving beyond bivariate analysis. We also describe a family of wavelets, which emerges as an alternative to the popular Morlet wavelet, the generalized Morse wavelets. A user‐friendly toolbox, with examples, is attached to this paper.

连续小波变换偏小波相干多小波相干广义Morse小波