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排序方式: 共有913条查询结果,搜索用时 31 毫秒
1.
小波变换在金融数据分析中的应用 总被引:11,自引:0,他引:11
市场上的数据,从本质上讲都是一种时间序列。它和小波分析中的信号具有相同的特性。因此,完全可以将这些经济时间序列看成信号,应用小波变换进行分析和预测。 相似文献
2.
NEW WAVELET BASES FOR NON-HOMOGENEOUS SYMBOLIC SPACE OpS1,1^m AND RELATED KERNEL-DISTRIBUTION SPACES
YANG Qixiang 《数学年刊B辑(英文版)》2002,23(4):551-562
This paper constructs several classes of new wavelet bases, which are unconditional bases for related operator spaces. Using these bases, the author analyzes non-homogeneous symbolic space OpSm1,1 and two related kernel-distribution spaces, and characterizes them in two wavelet coefficients spaces. Besides, some properties for singular integral operators are studied. 相似文献
3.
Improved holographic particle sizing by using absolute values of the wavelet transform 总被引:3,自引:0,他引:3
A new method for sizing particle from in-line particle holograms by using absolute values of the wavelet transform is proposed in order to improve accuracy in measurements. The proposed method provides direct calculation of the particle size by using spatial frequency information of a chirp signal at minima position of an envelope function. Simulation and experimental results are presented. 相似文献
4.
Rong-Seng Chang Jin-Yi Sheu Ching-Huang Lin He-Chiang Liu 《Optics & Laser Technology》2003,35(1):43-47
A new approach based on the moiré theory and wavelet transform (WT) is proposed for measuring the micro-range distance between a charge-couple-device (CCD) camera and a two-dimensional reference grating. The micro-range distance is determined by measuring the pitch of the moiré pattern image, which is digitized by a CCD camera. A one-dimensional WT algorithm is applied to estimate the pitch of the moiré pattern. Experimental results prove that this technique is very efficient and highly accurate. The moiré range finder is an economic technique for measuring a micro-range distance. 相似文献
5.
The wavelet and harmonic filtering method suggested by Zalevsky and Ouzieli is introduced in this paper and adopted in our volume holographic image recognition system. This composite filter combines several scaled versions of the cascaded wavelet and harmonic filter, obtaining high discrimination ability and wide dynamic range of rotation and scale deformations. Optical experiments are conducted to demonstrate the validity and practicability of the algorithm. To the best of our knowledge, this is the first report of using this algorithm in a volume holographic system. Moreover, the separate correlation approach proposed in this paper greatly simplifies the manufacturing process and reduces the cost of the system. 相似文献
6.
Hong Oh Kim Rae Young Kim Jae Kun Lim Zuowei Shen 《Journal of Approximation Theory》2007,147(2):196-204
We start with a characterization of a pair of frames to be orthogonal in a shift-invariant space and then give a simple construction of a pair of orthogonal shift-invariant frames. This is applied to obtain a construction of a pair of Gabor orthogonal frames as an example. This is also developed further to obtain constructions of a pair of orthogonal wavelet frames. 相似文献
7.
A review of the advance in the theory of wavelet analysis in recent years is given. 相似文献
8.
I. Esteban-Díez 《Analytica chimica acta》2006,555(1):84-95
Orthogonal WAVElet correction (OWAVEC) is a pre-processing method aimed at simultaneously accomplishing two essential needs in multivariate calibration, signal correction and data compression, by combining the application of an orthogonal signal correction algorithm to remove information unrelated to a certain response with the great potential that wavelet analysis has shown for signal processing. In the previous version of the OWAVEC method, once the wavelet coefficients matrix had been computed from NIR spectra and deflated from irrelevant information in the orthogonalization step, effective data compression was achieved by selecting those largest correlation/variance wavelet coefficients serving as the basis for the development of a reliable regression model. This paper presents an evolution of the OWAVEC method, maintaining the first two stages in its application procedure (wavelet signal decomposition and direct orthogonalization) intact but incorporating genetic algorithms as a wavelet coefficients selection method to perform data compression and to improve the quality of the regression models developed later. Several specific applications dealing with diverse NIR regression problems are analyzed to evaluate the actual performance of the new OWAVEC method. Results provided by OWAVEC are also compared with those obtained with original data and with other orthogonal signal correction methods. 相似文献
9.
10.
In this work, two toxic compound, sulfide and thiocyanate were determined simultaneously using kinetic spectrophotometry. These anions have shown the catalytic effects on the reaction between iodine and azide. Since the system was nonlinear, a nonlinear model, principal component-wavelet neural network (PC-WNN) was used as the multivariate calibration method. The principal component analysis was used to decrease the dimension of the original matrix. In other words, the scores of the PCs, 5, instead of the original variables, 301, were used as the input for the model. Two methods were used to select the most relevant principal components: eigenvalue ranking and correlation ranking. In this work, eigenvalue and correlation ranking methods have shown better results for thiocyanate and sulfide, respectively, and it can be concluded that these methods are complementary. The WNN has several advantages relative to other types of neural network such as better convergence ability. The data set was divided to calibration, prediction and validation sets. Each set was selected so that the concentrations of the analytes were approximately covered the entire ranges of the analytes. Mean relative error for thiocyanate and sulfide in validation set were 8.5 and 10.6, respectively. Thiocyanate and sulfide can be determined in the range of 60–700 ng ml−1 and 20–400 ng ml−1, respectively. The proposed method was applied for the determination of sulfide and thiocyanate in real samples such as tap, waste and river waters with satisfactory results. 相似文献