小波分析方法在金融股票数据预测中的应用

利用小波分析预测方法对金融数据—股票收盘价这一典型的非平稳时间序列进行预测.使用M a llat小波分解算法对数据进行分解,对分解后的数据进行平滑处理,然后再进行重构,而重构之后的数据就成为近似意义的平稳时间序列,这样就得到了原始数据的近似信号,再应用传统时间序列预测方法对重构后的数据进行预测,将预测结果与实际值,以及和传统预测方法预测结果比较,小波分析方法预测效果更为理想.     

An adaptive wavelet viscosity method for hyperbolic conservation laws

We extend the multiscale finite element viscosity method for hyperbolic conservation laws developed in terms of hierarchical finite element bases to a (pre‐orthogonal spline‐)wavelet basis. Depending on an appropriate error criterion, the multiscale framework allows for a controlled adaptive resolution of discontinuities of the solution. The nonlinearity in the weak form is treated by solving a least‐squares data fitting problem. © 2008 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2008     

Parseval Theory of Complex Wavelet Transform for Wavelet Family Including Rotational Parameters

A rotational parameter Rθ has been introduced to complex wavelet transform （CWT）. The rotational CWT （RCWT） corresponds to a matrix element 〈φ｜U2（θ;μ;κ）[F〉 in the context of quantum mechanics, where U2（θ;μ;κ） is a two-mode rotational displacing-squeezing operator in the 〈η｜ representation. Based on this, the Parseval theorem and the inversion formula of RCWT have been proved. The concise proof not only manifestly shows the merit of Dirac＇s representation theory but also leads to a new orthogonal property of complex mother wavelets in parameter space.     

Extended Gauss–Markov Theorem for Nonparametric Mixed-Effects Models

The Gauss–Markov theorem provides a golden standard for constructing the best linear unbiased estimation for linear models. The main purpose of this article is to extend the Gauss–Markov theorem to include nonparametric mixed-effects models. The extended Gauss–Markov estimation (or prediction) is shown to be equivalent to a regularization method and its minimaxity is addressed. The resulting Gauss–Markov estimation serves as an oracle to guide the exploration for effective nonlinear estimators adaptively. Various examples are discussed. Particularly, the wavelet nonparametric regression example and its connection with a Sobolev regularization is presented.     

二阶时滞小波神经网络的全局指数稳定性分析

通过构造李雅谱诺夫泛函,对具有时滞的二阶神经网络的稳定性进行分析,利用Eazumikhin定理得到了网络平衡点全局指数稳定的时滞相关与无关的充分条件,当衰减率依赖于时间时,得出了它们之间的一个线性关系,并进行了简明扼要的分析.     

End-point detection in potentiometric titration by continuous wavelet transform

The aim of this work was construction of the new wavelet function and verification that a continuous wavelet transform with a specially defined dedicated mother wavelet is a useful tool for precise detection of end-point in a potentiometric titration. The proposed algorithm does not require any initial information about the nature or the type of analyte and/or the shape of the titration curve. The signal imperfection, as well as random noise or spikes has no influence on the operation of the procedure.The optimization of the new algorithm was done using simulated curves and next experimental data were considered. In the case of well-shaped and noise-free titration data, the proposed method gives the same accuracy and precision as commonly used algorithms. But, in the case of noisy or badly shaped curves, the presented approach works good (relative error mainly below 2% and coefficients of variability below 5%) while traditional procedures fail. Therefore, the proposed algorithm may be useful in interpretation of the experimental data and also in automation of the typical titration analysis, specially in the case when random noise interfere with analytical signal.     

无穷方差厚尾过程变点的小波估计

研究随机设计下噪声为厚尾随机变量时非参数函数中的变点估计问题.首先,通过设计变换将随机设计转化为等间距固定设计,进而利用小波方法估计变换后的变点的位置,再利用逆设计变换求得随机设计下变点位置的估计,并给出估计的收敛速度.模拟研究结果说明对于无穷方差厚尾过程中的变点估计问题小波方法是有效的.     

Wavelet method for solving the unsteady porous-medium flow problem with discontinuous coefficients

A method is proposed for constructing stable approximate wavelet decompositions of weak solutions to boundary value problems for the unsteady porous-medium flow equation with discontinuous coefficients and inexact data. The method is based on the general scheme for finite-dimensional approximation in Tikhonov regularization and on multiresolution analysis with basis functions defined as the product of one-dimensional Daubechies wavelets.     

On Distribution of Error of Linear Wavelet Estimator of Probability Density

We establish the asymptotic normality of the squared L ²-norm of the approximation error of a linear wavelet estimator of the density of a distribution. The calculations are based on the smallness of correlations between the coefficients of the high-frequency part of the multiresolution expansion of the estimator.Supported by the FCT Foundation (Portugal) in the framework of the project Probability and Statistics (2000–2002), Centro de Matematica, Universidade da Beira Interior.__________Translated from Lietuvos Matematikos Rinkinys, Vol. 45, No. 2, pp. 184–207, April–June, 2005.     

紧支撑三元正交小波滤波器的参数化

高维小波分析是分析和处理多维数字信号的有力工具．非张量积多元小波被广泛地应用在模式识别、纹理分析和边缘检测等领域．本文给出方体域上三元正交滤波器的一种参数化构造算法,三元小波滤波器的这种构造方法使我们能更方便地研究非张量积的三元正交小波．最后给出数值算例．