De-noising with wavelets method in chaotic time series: application in climatology, energy and finance

In this paper, we compre the time fresuency deconvolution method with the wavelets method. We apply our results on several dynamical systems and show the capability of the wavelet's method to reconstruct the attractor of a chaotic time series? We de-noise different data sets in order to rebuilt their attractor using the wavelets method. Tha applications concern temperatures, wind fluctuations, electricity spot prices and exchange rates.

MoreLess

Year of publication:	2005
Authors:	Guegan, Dominique ; Hoummyia, Kebira
Institutions:	HAL
Subject:	Chaos \| deconvolution \| meteorology -returns

More details

Extent:	application/pdf
Series:	Post-Print.
Type of publication:	Book / Working Paper
Language:	English
Notes:	View the original document on HAL open archive server: http://halshs.archives-ouvertes.fr/halshs-00180873/en/ Published, Proceedings of SPIE, 2005, 5848, 174 - 185
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008791752