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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
3.
Various image processing applications exploit a model of the human visual system (HVS). One element of HVS-models describes the masking-effect, which is typically parameterized by psycho-visual experiments that employ superimposed sinusoidal stimuli. Those stimuli are oversimplified with respect to real images and can capture only very elementary masking-effects. To overcome these limitations a new psycho-visual test method is proposed. It is based on natural scenery stimuli and operates in the wavelet domain. The collected psycho-visual data is finally used to evaluate the performance of various masking models under conditions as found in real image processing applications like compression. 相似文献
4.
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
5.
WANGYu-tian LIUZhan-wei HOUPei-guo SHANWei 《半导体光子学与技术》2004,10(3):199-202
The distributed optical fiber sensing technology is overviewed, which is based on Raman scattering light theory. Basic operation principle, structure, system characteristics and signal processing are discussed. This structure and method of the signal processing possess of certain spatial resolution, hence will ensure the practicability of system. 相似文献
6.
研究了光纤-电缆调制解调器接入技术的上行信道调制方式,分析了离散小波多音(DWMT)调制与其它调制方式相比所具有的特点和优势,提出了DWMT调制解调器的实现模型,设计了使用DWMT调制解调器的光纤-电缆调制解调器双向传输的系统方案;并对DWMT调制的系统特性进行了计算机仿真分析。仿真结果表明,DWMT调制是一项能有效实用于光纤-电缆调制解调器系统上行信道的技术。 相似文献
7.
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
8.
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
9.
WAVELET ALGORITHM FOR INTEGRAL OPERATOR EQUATION AND ITS APPLICATIONS TO ELECTROMAGNETIC PROBLEMS 总被引:1,自引:0,他引:1
A brief summary of the basic theory of wavelet is proposed. The properties of wavelet function are discussed. The possible applications of wavelet to electromagnetics are given. Examples show that the wavelet method is feasible and effective for solving electromagnetic problems. 相似文献
10.