Wavelet scalograms and their applications in economic time series Academic Article uri icon

abstract

  • [The scalogram is the discrete wavelet transformation (DWT) analogue of the well-known periodogram from the spectral analysis of time series. Just as the periodogram produces an ANOVA decomposition of the energy of a signal into different Fourier frequencies, the scalogram decomposes the energy into "level components." In this paper we show how the DWT and the scalogram can be used to detect and separate periodic components in time series. The proposed method is then used to analyse a Spanish concrete production data set.]

published proceedings

  • Brazilian Journal of Probability and Statistics

author list (cited authors)

  • Ario, M. A., Morettin, P. A., & Vidakovic, B.

complete list of authors

  • AriƱo, MA||Morettin, PA||Vidakovic, B

publication date

  • January 1, 2004 11:11 AM