Denoising Non-Stationary Signals via Dynamic Multivariate Complex Wavelet Thresholding

Over the past few years, we have seen an increased need to analyze the dynamically changing behaviors of economic and financial time series. These needs have led to significant demand for methods that denoise non-stationary time series across time and for specific investment horizons (scales) and lo...

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Detalles Bibliográficos
Autores principales: Raath, Kim C., Ensor, Katherine B., Crivello, Alena, Scott, David W.
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2023
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10670265/
https://www.ncbi.nlm.nih.gov/pubmed/37998238
http://dx.doi.org/10.3390/e25111546

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10670265/
https://www.ncbi.nlm.nih.gov/pubmed/37998238
http://dx.doi.org/10.3390/e25111546

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