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  • Search: subject:"multiresolution"
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Year of publication
Subject
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multiresolution analysis 32 Multiresolution analysis 19 wavelets 19 Wavelets 13 Zustandsraummodell 13 Theorie 12 Theory 12 State space model 11 Zeitreihenanalyse 11 Kapitaleinkommen 10 Schätzung 10 Time series analysis 10 Capital income 9 Forecasting model 9 Prognoseverfahren 9 multi-resolution analysis 9 Estimation 7 Multi-resolution 7 Stock market 6 Volatility 6 Volatilität 6 business cycles 6 Aktienmarkt 5 Forecast 5 Outlier 5 Threshold 5 Turning point 5 Unimodel 5 multiresolution 5 poverty 5 wavelet analysis 5 ARCH model 4 ARCH-Modell 4 MODWT 4 Nonlinear systems 4 Prognose 4 Spillover effect 4 Spillover-Effekt 4 Wavelet multiresolution 4 Wavelet transform 4
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Online availability
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Undetermined 55 Free 43 CC license 1
Type of publication
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Article 79 Book / Working Paper 38
Type of publication (narrower categories)
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Article in journal 25 Aufsatz in Zeitschrift 25 Working Paper 11 Article 3 Arbeitspapier 2 Graue Literatur 2 Non-commercial literature 2 Congress Report 1 review 1
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Language
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Undetermined 63 English 54
Author
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Li, Yushu 6 Gottlieb, Daniel 5 Torres, M.E. 5 Crowley, Patrick 4 Moncayo, M. 4 Crowley, Patrick M. 3 Faria, Gonçalo 3 Jabeur, Sami Ben 3 Lee, Jim 3 Los, Cornelis A. 3 Palacios-González, Federico 3 Saâdaoui, Foued 3 Verona, Fabio 3 Bandyopadhyay, Gautam 2 Bhandari, Avishek 2 COCIANU, Catalina 2 Capurro, A. 2 Chakrabarty, Anindya 2 De, Anupam 2 Diambra, L. 2 Fox, Stephen 2 García-Fernández, Rosa María 2 García-Fernándeza, Rosa María 2 Gencay, Ramazan 2 Goodell, John W. 2 Huang, Yuting 2 Ijasan, Kola 2 Li, Qiang 2 Liow, Kim Hiang 2 Lorenzo, D. 2 Macadar, O. 2 Martin, M.T. 2 Mostaccio, C. 2 Omane-Adjepong, Maurice 2 Owusu Junior, Peterson 2 Palacios-González, Frederico 2 Plastino, A. 2 Reinoso, J.F. 2 Rofman, E. 2 STATE, Luminita 2
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Institution
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EconWPA 7 HAL 2 Suomen Pankki 2 Banco de México 1 Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne) 1 Centre of Excellence for Science and Innovation Studies, Kungliga Tekniska Högskolan (KTH) 1 Centrum för arbetsmarknadspolitisk forkskning (CAFO), Ekonomihögskolan 1 Economics Department, Fordham University 1 Graduate School of Economics, Osaka University 1 Institut ekonomických studií, Univerzita Karlova v Praze 1 Institut für Weltwirtschaft (IfW) 1 Nationalekonomiska Institutionen, Ekonomihögskolan 1 Rimini Centre for Economic Analysis (RCEA) 1 School of Economics and Finance, Victoria Business School 1 School of Economics and Management, University of Aarhus 1 School of Economics, University of Adelaide 1 Society for Computational Economics - SCE 1 Society for the Study of Economic Inequality - ECINEQ 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
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Published in...
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Mathematics and Computers in Simulation (MATCOM) 13 Physica A: Statistical Mechanics and its Applications 10 Finance 4 Bank of Finland Research Discussion Papers 3 Informatica Economica 3 Energies 2 Energy economics 2 Finance research letters 2 Post-Print / HAL 2 Quantitative finance 2 Research Discussion Papers / Suomen Pankki 2 Annals of financial economics 1 Applied Energy 1 Bank of Finland research discussion papers 1 CAFO Working Papers 1 CREATES Research Papers 1 Cogent Economics & Finance 1 Cogent economics & finance 1 Computational Statistics & Data Analysis 1 Computational economics 1 Computing in Economics and Finance 2002 1 Discussion Paper 1 Discussion Papers in Economics and Business 1 Documents de travail du Centre d'Economie de la Sorbonne 1 Econometrics 1 Economic Modelling 1 Economic modelling 1 Economics - The Open-Access, Open-Assessment E-Journal 1 Economics Discussion Papers 1 Economics Discussion Papers / Institut für Weltwirtschaft (IfW) 1 Economics: The Open-Access, Open-Assessment E-Journal 1 Empirical Economics 1 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 1 Energy 1 Fordham Economics Discussion Paper Series 1 GE, Growth, Math methods 1 Global Business Review 1 Global business review 1 IES Working Paper 1 Institute of Economic Research Working Papers 1
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Source
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RePEc 73 ECONIS (ZBW) 27 EconStor 12 Other ZBW resources 3 BASE 2
Showing 81 - 90 of 117
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Wavelet-based multi-resolution GARCH model for financial spillover effects
Huang, Shian-Chang - In: Mathematics and Computers in Simulation (MATCOM) 81 (2011) 11, pp. 2529-2539
This study proposes a wavelet-based multi-resolution BEKK-GARCH model to investigate spillover effects across financial … data level, but via wavelet-based multi-resolution analysis we find that the prediction power unevenly spreads over each …
Persistent link: https://www.econbiz.de/10010870151
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Multiresolution analysis and supercompact multiwavelets for surfaces
Fortes, M.A.; Moncayo, M. - In: Mathematics and Computers in Simulation (MATCOM) 81 (2011) 10, pp. 2129-2149
It is a well-known fact that Haar wavelet can exactly represent any piecewise constant function. Beam and Warming proved later, in 2000, that the supercompact wavelets can exactly represent any piecewise polynomial function in one variable. Higher level of accuracy is attained by higher order...
Persistent link: https://www.econbiz.de/10010870279
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Optimal quality for image fusion with interpolatory parametric filters
Reinoso, J.F.; Moncayo, M. - In: Mathematics and Computers in Simulation (MATCOM) 81 (2011) 10, pp. 2307-2316
wavelet transforms in image fusion. Multiresolution decompositions have proved their superiority against other traditional … framework of shift invariant discrete multiresolution transforms. As a consequence, we obtain a fusion procedure with a free …
Persistent link: https://www.econbiz.de/10010870725
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Investigating the effect of hydrogen addition on cyclic variability in a natural gas spark ignition engine: Wavelet multiresolution analysis
Sen, Asok K.; Wang, Jinhua; Huang, Zuohua - In: Applied Energy 88 (2011) 12, pp. 4860-4866
Using wavelet-based multiresolution analysis, this study investigates the effect of hydrogen addition on cyclic …
Persistent link: https://www.econbiz.de/10011041356
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Non-parametric estimation of a multiscale CHARN model using SVR
Safari, Amir; Seese, Detlef - In: Quantitative Finance 9 (2009) 1, pp. 105-121
The present paper studies the non-parametric estimation of volatility in financial time series. Support Vector Regression (SVR) is applied and compared with alternative techniques for estimating a Conditional Heteroskedastic AutoRegressive Nonlinear (CHARN) model. A multiscale decomposition...
Persistent link: https://www.econbiz.de/10005495795
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Simultaneous curve simplification
Dyken, Christopher; Dæhlen, Morten; Sevaldrud, Thomas - In: Journal of Geographical Systems 11 (2009) 3, pp. 273-289
Persistent link: https://www.econbiz.de/10004976842
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The Frenet frame beyond classical differential geometry: Application to cartographic generalization of roads
Reinoso, J.F.; Moncayo, M.; Pasadas, M.; Ariza, F.J.; … - In: Mathematics and Computers in Simulation (MATCOM) 79 (2009) 12, pp. 3556-3566
The reconstruction of curves from their curvature is a problem not very well-solved in cartographic generalization of roads. Frenet’s formulas theoretically solve this problem. The result shows that there exists a curve (up to rigid motion) with prefixed curvature function and torsion. By the...
Persistent link: https://www.econbiz.de/10011050421
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Multi-scale, multi-resolution brain cancer modeling
Zhang, Le; Chen, L. Leon; Deisboeck, Thomas S. - In: Mathematics and Computers in Simulation (MATCOM) 79 (2009) 7, pp. 2021-2035
-scale and multi-resolution agent-based in silico glioma model. While ‘multi-scale’ refers to employing an epidermal growth …-macroscopic environment, ‘multi-resolution’ is achieved through algorithms that classify cells to either active or inactive spatial clusters … achieving the multi-resolution scheme, three of which are designed to dynamically train on the high-resolution simulation that …
Persistent link: https://www.econbiz.de/10010750019
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Multiscale cell-based coarsening for discontinuous problems
Limon, Alfonso; Morris, Hedley - In: Mathematics and Computers in Simulation (MATCOM) 79 (2009) 6, pp. 1915-1925
to wavelet-based grid refinement, a multiresolution coarsening method that is capable of capturing sharp gradients across … sharply. We present this alternative grid coarsening method and compare its performance to other multiresolution methods by …
Persistent link: https://www.econbiz.de/10010750029
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SURFACE ROUGHNESS MEASUREMENT USING SHADOWS PRODUCED BY CIRCULATING LIGHT SOURCES
HIRATSUKA, TOMOKAZU; HORIO, KEIICHI; YAMAKAWA, TAKESHI - In: New Mathematics and Natural Computation (NMNC) 05 (2009) 01, pp. 335-352
by a Wavelet Multiresolution Analysis (MRA) from the shadow images produced by the CLS, and are classified by a Self …
Persistent link: https://www.econbiz.de/10005080824
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