|
|
 |
| Авторизация |
|
|
|
| Поиск по указателям |
|
|
|
|
|
|
|
 |
|
|
|
| Percival D.B., Walden A.T. — Wavelet methods for time series analysis |
|
|
|
| Предметный указатель |
Signal, stochastic, DWT coefficients 424 426 450
Signal, stochastic, Gaussian (normal) mixture model 410
Signal, stochastic, generalized Gaussian model 417
Signal, stochastic, transform coefficients 407—408 412 45
Signal, support 465
Signal, transform coefficients 394
Signal, translation 457—458 474 494
Signal, wavelet coefficients for finite energy 479 497
Signal-to-noise ratio 398
Significance level for homogeneity of variance test 381
Silverman, B.W. 159 401—402 406 444 450 552 556—557 559
Simulation of autoregressive process 292
Simulation of continuous parameter nonstationary process 361
Simulation of FBM 361
Simulation of FD process 283
Simulation of FD process, via Davies-Harte method 341
Simulation of FD process, via inverse DWT 341 355 389
Simulation of FGN process 283
Simulation of Gaussian (normal) stationary processes with known ACVS 290—291
Simulation of Gaussian (normal) stationary processes with known SDF 291 436
Simulation of nonstationary process 289
Simulation of nonstationary process, via DWT 360
Simulation of nonstationary process, with stationary dth order backward differences 292
Simulation of PPL process 283
Simulation of random run 289
Simulation of random walk 289
Simulation of stationary processes 290
Simulation of trend plus stationary process 289
Simulation with stationary start-up values 293
Simulation, Davies — Harte method 281 283 290 341
Simulation, examples of FD process via inverse DWT 358
Simulation, examples of nonstationary process via DWT 360
Simulation, FD ACVS by Davies — Harte method 359
Simulation, FD ACVS by DWT method 359
Simulation, Gaussian spectral synthesis method 291
Simulation, Hosking method 291
Simulation, localized nature of inverse DWT approach 359
Simulation, versus DWT method 359
Sinai, Y.G. 280 561
Sine tapers 274 277 440
Small wave interpretation of wavelet function 2 476
Smith, E.J. 552 556
Smith, H. 376 378 555
Smith, R.L. 560
Smith, W.L. 553
Smoothing of periodogram 271
Smoothing, adaptive 272
Smoothing, bandwidth 269 272
Smoothing, spline 272
Smooths, DWT-based 64 66 151 158
Smooths, DWT-based of jth level 95
Smooths, DWT-based, artifact removal by averaging 196—197
Smooths, DWT-based, compared to MODWT-based smooths 196
Smooths, DWT-based, of first level 81
Smooths, DWT-based, of second level 89
Smooths, DWT-based, using Haar wavelet 64 66
Smooths, Fourier 50—51 54
Smooths, MODWT-based and zero phase 160 168 172
Smooths, MODWT-based of jth level 171 173 176—177 200 203
Smooths, MODWT-based of jth level and DWT averaging 204-
Smooths, MODWT-based of jth level via cross-correlation (circular) 172 203
Smooths, MODWT-based, boundary elements 199
Smooths, MODWT-based, compared to DWT-based smooths 196
Snider, J.B. 556
Soft thresholding 399—400 430 444 453
Soft thresholding, cross-validation 422
Soft thresholding, energy levels 420
Soft thresholding, LA(8) MODWT 430
Soft thresholding, LA(8) partial DWT 419—421 423—424
Sokoloff, D. 552
Solar magnetic field 207 218 234
Solar magnetic field, advanced LA(8) DWPT coefficients 221—222
Solar magnetic field, advanced LA(8) MODWPT coefficients 235—236
Solar magnetic field, best basis, using entropy cost functional 227
Solar magnetic field, best basis, using reflection boundary conditions 227—228
Solar magnetic field, best shift basis using reflection boundary conditions 228
Solar magnetic field, details for LA(8) MODWPT 237—238
Solar magnetic field, DWPTs of 4th level 220
Solar magnetic field, modified time/frequency decomposition 236—237
Solar magnetic field, multitaper SDF estimate of 278
Solar magnetic field, non-advanced LA(8) MODWPT coefficients 253
Soon, W. 552
Southwood, D.J. 552
Span of subspace 45
Span, linear 459
Sparse signal model 411 415 424 454—455
Spectral density function 267
Spectral density function and ACVS 267
Spectral density function for AR process 268
Spectral density function for AR(1) processes 351—352
Spectral density function for AR(2) process 436
Spectral density function for AR(2) process, estimated via log multitaper 446 448
Spectral density function for AR(2) process, estimated via log periodogram 437—438
Spectral density function for AR(24) process 435
Spectral density function for AR(24) process, estimated via log multitaper 446—447
Spectral density function for AR(24) process, estimated via log periodogram 437—438
Spectral density function for AR(24) process, estimated via multitaper 275
Spectral density function for AR(24) process, estimated via periodogram 273
Spectral density function for DFBM process 280
Spectral density function for FBM process 280
Spectral density function for FD process 282 284 343—344 348—349
Spectral density function for FGN process 280 282
Spectral density function for MRC process 436
Spectral density function for MRC process, estimated via log multitaper 446—447 449
Spectral density function for MRC process, estimated via log periodogram 437—438
Spectral density function for PPL process 281—282
Spectral density function for white noise 268
Spectral density function, confidence intervals for 275 278
Spectral density function, consistent estimator 271—272
Spectral density function, consistent estimator, via wavelet variance 298
Spectral density function, DWT-based estimation of logarithm 433
Spectral density function, estimation via thresholding of log multitaper estimator 440 444
Spectral density function, estimation via thresholding of log periodogram 432 435 439
Spectral density function, estimation via thresholding, statistical properties of 434
Spectral density function, estimation via wavelet variance 295 297—298 315—316 329 337
Spectral density function, even function 267
Spectral density function, multitaper estimator, 269 273—275 394
Spectral density function, nonboundary wavelet coefficients 348—349 352
Spectral density function, nonstationary process with stationary dth order backward difference 287
Spectral density function, octave band estimation 316 329—330 337 343 351 389
Spectral density function, periodogram see "Periodogram"
Spectral density function, piecewise power law 321 323
Spectral density function, pilot estimate 297
Spectral density function, pilot estimate and unbiased Haar DWT-based estimator 317
Spectral density function, pilot estimate and unbiased Haar MODWT-based estimator 317
Spectral density function, power law 297
Spectral density function, square integrability condition 307
Spectral factorization 106 116 486—487
Spectral factorization, D(4) scaling filter 490—491
Spectral factorization, D(L) scaling filter 492 500
Spectral factorization, Haar scaling filter 489
Spectral factorization, LA(8) scaling filter 493
Spectral factorization, LA(L) scaling filter 500
Spectral factorization, multiplicity of solutions 489
Spectral slope 286
Spectrum energy 268
Spectrum power see "Power spectrum"
Spies, T.A. 295 553
Spline smoothing 272
Square integrability condition for real-valued function 458 494
Square integrability condition for SDF 307
Square summability condition for ACVS 267 307
Squared error loss 265—266 414
Squared gain function, associated with MODWT wavelet coefficients of jth level 197
Squared gain function, associated with MODWT wavelet details of jth level 197
Squared gain function, backward difference filter 105 280 304 335
Squared gain function, coiflet wavelet filter 124
Squared gain function, D(4) scaling and wavelet filters 73 76
Squared gain function, D(4) scaling and wavelet filters, of second level 91 157
Squared gain function, Daubechies scaling and wavelet filters 105 107 116 153 155
| Squared gain function, Daubechies scaling and wavelet filters of jth level 121—12 343 391
Squared gain function, DWT scaling and wavelet filters 69 74 76 78 151 156
Squared gain function, DWT scaling and wavelet filters of jth level 157
Squared gain function, Haar scaling and wavelet filters 73 76
Squared gain function, Haar scaling and wavelet filters of second level 91
Squared gain function, LA(8) scaling filter of 4th level 97 99
Squared gain function, LA(8) scaling filter of jth level 157
Squared gain function, LA(8) wavelet filter of jth level 97 99
Squared gain function, MODWT scaling and wavelet filters 163
Squared gain function, sidelobes for Daubechies wavelet filter of jth level 123
Squared gain function, time reversed scaling filter 485—486 498
Squared gain function, wavelet packet filter for node (j,n) 215 217 233 253
Squared norm 458
Squared norm for complex-valued variables 46
Squared norm for real-valued variables 42
Standard deviation estimated, via level-dependent MAD 450
Standard deviation estimated, via MAD and DWT 418—421 426—427 455
Standard deviation estimated, via MAD and MODWT 429—430
Standard Gaussian (normal) RV 257
Stark, P.B. 558
State value 451
State variable 451
Stationarity (second order) 266
Stationarity (second order), local 327 333
Stationary, backward differences 287 295 301 304—305 335 337—338 424
Stationary, DWT 159
Stationary, first difference series 322 328
Stationary, long memory process 280—281 286
Stationary, process 268
Stationary, process and wavelet variance exponents 323
Stationary, process, covariance of 266
Stationary, process, mean of 266
Stationary, process, simulation of 290
Stationary, process, variance of 266
Stationary, second difference series 319
Statistical efficiency 17 309
Stegun, I.A. 257 552
Stein's unbiased risk estimator (SURE) 404 420 453 456
Stein's unbiased risk estimator (SURE), level-dependent threshold 449—450 41
Stein's unbiased risk estimator (SURE), minimization 405
Stein's unbiased risk estimator (SURE), threshold 421 454
Stein, C.M. 403—404 561
Step function 5 6
Stern, H.S. 555
Stochastic noise 393 398
Stochastic noise, DWT coefficients for 424 426
Stochastic process 255 266
Stochastic signal 393—394 408 412 424 452 454
Stochastic signal, DWT coefficients for 424 426 450
Stochastic signal, estimation via nonlinear shrinkage 408
Stochastic signal, estimation via scaling 407
Stochastic signal, Gaussian (normal) mixture model 41
Stochastic signal, generalized Gaussian model 417
Stochastic signal, transform coefficients 407—408 412 452
Stoffer, D.S. 218 561
Stollnitz, E.J. 1 561
Strang, G. 56 465 471
Strichartz, R.S. 80 457 562
Stuetzle, W. 554
Subba Rao, T. 561
Suboptimal basis selection, top down approach 226
Subsampling see "Downsampling"
Subspaces, convention for nesting approximation spaces 461
Subspaces, nested 460 494
Subspaces, nesting for approximation and detail spaces 472—473
Subspaces, projection onto 45
Subspaces, span of 45
Subtidal sea level fluctuations 295 324
Subtidal sea level fluctuations, LA(8) MODWT of advanced coefficients 189
Subtidal sea level fluctuations, LA(8) MODWT of ANOVA 185
Subtidal sea level fluctuations, LA(8) MODWT of MRA 185—187
Subtidal sea level fluctuations, matching pursuit approximations 244
Subtidal sea level fluctuations, matching pursuit approximations, using MODWT and ODFT dictionary 247—248
Subtidal sea level fluctuations, matching pursuit approximations, using MODWT dictionary 243—246
Subtidal sea level fluctuations, normalized residual sum of squares 247—248
Subtidal sea level fluctuations, physical scales 188
Subtidal sea level fluctuations, rotated cumulative variance 189—190
Sum of linear trend and stationary process 288
Sum of Pth order polynomial trend and a stationary process 289
Sum of two independent RVs, PDF 262 409 416
Sum of two independent RVs, PDF for Gaussians 451
Sum of two RVs, PDF for 262
Support of a function 465
SURE see "Stein's unbiased risk estimator"
Sweldens, W. 1 461 464 557 562
Sydnor, R.L. 553
Symmetry of autocovariance sequence 266
Symmlets 107
Synthesis of function, scaling and wavelet coefficients 481—482 497
Synthesis of function, via approximation and details 479 481 496
Synthesis of function, via scaling coefficients 460
Synthesis of function, via wavelet coefficients 482
Synthesis of scaling coefficients of jth level, DWT 95 152
Synthesis of scaling coefficients of jth level, MODWT 175 177 203
Synthesis of signal, scaling and wavelet coefficients 481—482 497
Synthesis of signal, via approximation and details 479 481 496
Synthesis of signal, via scaling coefficients 460
Synthesis of signal, via wavelet coefficients 482
Synthesis of time series 43 46 53
Synthesis of time series from DWPT coefficients 208 250
Synthesis of time series from DWT coefficients 57 63
Synthesis of time series from Fourier coefficients 49
Synthesis of time series from MODWPT coefficients 234
Synthesis of time series from MODWT coefficients 166 168—169
Synthesis of time series from partial DWT coefficients 80 83 90 150
Synthesis of time series, using matching pursuit 240
Synthesis of time series, via DWT details and smooth 65 67 129 150
Synthesis of time series, via DWT smooths and roughs 66—67
Synthesis of time series, via Fourier details 50
Synthesis of time series, via Fourier roughs and smooth 51 54
Synthesis of time series, via MODWPT details 234 251
Synthesis of time series, via MODWT details and smooth 166 168—169 173 200
Szu, H.H. 553 558—559
t distribution 414 427
Tapers see "Data tapers"
Taswell, C. 119 141 226 562
Taylor series expansion 353
Taylor series expansion, PDF 257 see
Teichroew, D. 265 562
Temperature average 6—7
Terrin, N. 388 553
Test for homogeneity of variance 341
Test for homogeneity of variance, arbitrary sample size 382 386
Test for homogeneity of variance, DWT-based test statistic 380
Test for homogeneity of variance, long memory processes 379 391
Test for homogeneity of variance, Nile River minima 386—387
Test for homogeneity of variance, nonboundary MODWT-based 381
Test for trend 373 390
Test for trend, adjustment 373
Test for trend, atomic clock average fractional frequency deviates 384
Test for trend, mean removal 373
Teukolskv, S.A. 560
Tewfik, A.H. 295 354 562
Thomson, D.J. 273 275 277 558 562
Threshold cost functional 223 225 253
Threshold for SDF estimation via log periodogram 436
Threshold function 399 411 454
Threshold, cross-validation 402
Threshold, cross-validation, leave-one-out cross-validation 423—424
Threshold, cross-validation, two-fold cross-validation 423—424
Threshold, level-dependent SURE-based 406
Threshold, universal 400—401 418—419 443 450 453—454
Threshold, via SURE 404 406 421 454
Thresholding 394 399 419 434 453
Thresholding and SDF estimation, log multitaper estimator 440 444
Thresholding and SDF estimation, log multitaper estimator for AR(2) process 446—448
Thresholding and SDF estimation, log multitaper estimator for AR(24) process 446—447
Thresholding and SDF estimation, log multitaper estimator for MRC process 447—449
Thresholding and SDF estimation, log multitaper estimator, RMSE 445—446
Thresholding and SDF estimation, log periodogram 432 435 439
|
|
|
| Реклама |
|
|
|
|
|
О проекте