Wavelet clustering in time series analysis

Abstract

In this paper we shortly summarize the many advantages of the discrete wavelet transform in the analysis of time series. The data are transformed into clusters of wavelet coefficients and rate of change of the wavelet coefficients, both belonging to a suitable finite dimensional domain. It is shown that the wavelet coefficients are strictly related to the… (More)

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Cite this paper

@inproceedings{Cattani2005WaveletCI, title={Wavelet clustering in time series analysis}, author={Carlo Cattani and Armando Ciancio}, year={2005} }