Statistical Properties and Uses of the Wavelet Variance Estimator for the Scale Analysis of Time Series
时间序列尺度分析中小波方差估计量的统计性质与应用
Many physical processes are an amalgam of components operating on different scales, and scientific questions about observed data are often inherently linked to understanding the behavior at different scales. We explore time-scale properties of time series through the variance at different scales derived using wavelet methods. The great advantage of wavelet methods over ad hoc modifications of existing techniques is that wavelets provide exact scale-based decomposition…