Search Results - subject:"multiresolution"

Subbotin, Alexander - HAL - 2008

from 1995 to 2006. The results are used for comparison and structural multi-resolution analysis of extreme events on the …

Persistent link: https://www.econbiz.de/10010750636

Denoising Techniques Based on the Multiresolution Representation

COCIANU, Catalina; STATE, Luminita; STEFANESCU, Viorica; … - In: Informatica Economica XII (2008) 2, pp. 29-35

wavelet coefficients can be formulated explicitly, or implicitly. The multiresolution representation is used to develop a … class of algorithms for noise removal in case of normal models. The multiresolution algorithms perform the restoration tasks … reports two attempts in using the multiresolution based algorithms for restoration purposes in case of normally distributed …

Persistent link: https://www.econbiz.de/10009416280

Application of the Scaling Functions to Nonparametric Regression

MANOLE, Sorin - In: Informatica Economica XI (2007) 1, pp. 49-52

function being the Battle-Lemarié family and Daubechies family. After introducing several notions (multiresolution analysis …

Persistent link: https://www.econbiz.de/10009416299

The Use of Features Extracted from Noisy Samples for Image Restoration Purposes

STATE, Luminita; COCIANU, Catalina; VLAMOS, Panayiotis - In: Informatica Economica XI (2007) 1, pp. 73-78

An important feature of neural networks is the ability they have to learn from their environment, and, through learning to improve performance in some sense. In the following we restrict the development to the problem of feature extracting unsupervised neural networks derived on the base of the...

Persistent link: https://www.econbiz.de/10009416755

The impact of highter order moments added to the multiscale Carhart model for different investment periods

Trimech, Anyssa - In: International journal of decision sciences, risk and … 5 (2013/2014) 3, pp. 263-276

Persistent link: https://www.econbiz.de/10011347007

The predictive power of yield spread : evidence from wavelet analysis

Dar, Arif Billah; Samantaraya, Amaresh; Shah, Firdous Ahmad - In: Empirical economics : a journal of the Institute for … 46 (2014) 3, pp. 887-901

Persistent link: https://www.econbiz.de/10010344377

A neuro-walvet model for the short-term forecasting of high-frequency time series of stock returns

Ortega, Luis F.; Khashanah, Khaldoun - In: Journal of forecasting 33 (2014) 2, pp. 134-146

Persistent link: https://www.econbiz.de/10010424852

Inflation, output gap, and money in Malaysia: evidence from wavelet coherence

Olayeni, Olaolu Richard; Tiwari, Aviral Kumar; … - In: International Journal of Computational Economics and … 4 (2014) 3/4, pp. 320-338

multiresolution in discrete wavelet analysis. We then developed a DWT-based Diebold-Yilmaz index to measure scale-specific spillover …

Persistent link: https://www.econbiz.de/10010929799

An improved wavelet–ARIMA approach for forecasting metal prices

Kriechbaumer, Thomas; Angus, Andrew; Parsons, David; … - In: Resources Policy 39 (2014) C, pp. 32-41

in forecasting metal prices is demonstrated to be increased substantially through a wavelet-based multiresolution …

Persistent link: https://www.econbiz.de/10010744418

The predictive power of yield spread: evidence from wavelet analysis

Dar, Arif; Samantaraya, Amaresh; Shah, Firdous - In: Empirical Economics 46 (2014) 3, pp. 887-901

This paper examines whether the spread between long- and short-terminterest rates contains information about future economic activity in India. Using the yields on securities with maturities ranging from three months to ten years, we construct five different yield spreads at shorter end, longer...

Persistent link: https://www.econbiz.de/10010793991