Showing 1 - 10 of 76
We undertake the study of human EEG-signals by recourse to a wavelet based multiresolution analysis as adapted to an Information-Measure-Scenario. Different information measures are employed. It is shown that non-extensive ones seem to be of particular usefulness. Their use opens up perspectives...
Persistent link: https://www.econbiz.de/10010874490
We undertake the study of EEG-signals by recourse to a wavelet based multiresolution analysis as adapted to an information-measure-scenario. Different information measures are employed. It is shown that non-extensive ones seem to be of particular usefulness.
Persistent link: https://www.econbiz.de/10010599586
This article describes how a baseline shift is a slow change in the orientation of the baseline over time. It often exists in the process of signals sampling, e g. ECG, TLC and so on. In order to filter the baseline shift, a combination method of wavelet transform and an adaptive filter is...
Persistent link: https://www.econbiz.de/10012049174
Purpose This paper aims to investigate the pattern of dependence between crude oil price and energy consumption of the most important economic sectors in the USA, over different time periods, using monthly data set from January 1986 to July 2014 and a comparative study between linear correlation...
Persistent link: https://www.econbiz.de/10014773632
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
We propose a novel method for econometric time series analysis. This method acts as the comovement-selective filter and is useful to filter out the cycles that are caused by an global event present in the reference time series. We demonstrate its applicability on removing symmetric macroeconomic...
Persistent link: https://www.econbiz.de/10011155117
The concept of wavelet cross-correlation is used to provide a new approach to identify similar patterns in related data sets, which largely improves the confidence of the results. The method amounts to decompose the data sets in the wavelet space so that correlations between wavelet coefficients...
Persistent link: https://www.econbiz.de/10011077844
The non-stationary and stochastic nature of wind power reveals itself a difficult task to forecast and manage. In this context, with the continuous increment of wind farms and their capacity production in Portugal, there is an increasing need to develop new forecasting tools with enhanced...
Persistent link: https://www.econbiz.de/10011116512
Partial discharges (PD) emit energy in several ways and in the process, electro-magnetic emissions in the form of radio waves, light and heat, audible and ultra-sonic acoustic emissions are produced. These emissions enable the detection, location, measurement and analysis of the PD activity. PD...
Persistent link: https://www.econbiz.de/10011209066
In this paper we revisit the evidence recently provided by Philippon (2009) about the relationship among bond market's Q, stock market's Q and aggregate investments for the US. Specifically, we analyze the stability of the relationship between aggregate investment and the two measures of Q...
Persistent link: https://www.econbiz.de/10010729485