Abstract:
Discrete Wavelet transform associated with the Walsh functions was defined by Lang in 1998. The article describes an application of Lang's transform and some its modifications in analysis of financial time series and for the compression of fractal data. It is shown that for the processing of certain signals the studied discrete wavelet transform has advantages over the discrete transforms Haar, Daubechies and the method of zone coding.
Key words:
digital signal processing, wavelets, Walsh functions, financial time series.
Bibliographic databases:
Document Type:
Article
UDC:519.72
Language: Russian
Citation:
E. A. Rodionov, “On applications of wavelets in digital signal processing”, Izv. Saratov Univ. Math. Mech. Inform., 16:2 (2016), 217–225
\Bibitem{Rod16}
\by E.~A.~Rodionov
\paper On applications of wavelets in digital signal processing
\jour Izv. Saratov Univ. Math. Mech. Inform.
\yr 2016
\vol 16
\issue 2
\pages 217--225
\mathnet{http://mi.mathnet.ru/isu639}
\crossref{https://doi.org/10.18500/1816-9791-2016-16-2-217-225}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=3522916}
\elib{https://elibrary.ru/item.asp?id=26254385}
Linking options:
https://www.mathnet.ru/eng/isu639
https://www.mathnet.ru/eng/isu/v16/i2/p217
This publication is cited in the following 6 articles:
Hakimjon Zaynidinov, Javohir Nurmurodov, Sirojiddin Qobilov, 2023 IX International Conference on Information Technology and Nanotechnology (ITNT), 2023, 1
Yu. A. Farkov, “Discrete wavelet transforms in Walsh analysis”, J. Math. Sci. (N. Y.), 257:1 (2021), 127–137
Yu. A. Farkov, M. G. Robakidze, “Parseval Frames and the Discrete Walsh Transform”, Math. Notes, 106:3 (2019), 446–456
Yu. A. Farkov, “Finite Parseval frames in Walsh analysis”, J. Math. Sci. (N. Y.), 263:4 (2022), 579–589
Yu. A. Farkov, “Wavelet frames related to walsh functions”, Eur. J. Math., 5:1, SI (2019), 250–267
A. A. Lyubushin, Yu. A. Farkov, “Sinkhronnye komponenty finansovykh vremennykh ryadov”, Kompyuternye issledovaniya i modelirovanie, 9:4 (2017), 639–655
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