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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...
| Autores principales: | , , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
MDPI
2023
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| Materias: | |
| 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 |