01376nas a2200157 4500008004100000245008800041210006900129260000900198300001400207490000700221520080000228653002301028100001901051700002301070856012501093 2013 eng d00aDecorrelation Property of Discrete Wavelet Transform Under Fixed-Domain Asymptotics0 aDecorrelation Property of Discrete Wavelet Transform Under Fixed c2013 a8001-80130 v593 aTheoretical aspects of the decorrelation propertyof the discrete wavelet transform when applied to stochastic processes have been studied exclusively from the increasing-domain perspective, in which the distance between neighboring observations stays roughly constant as the number of observations increases. To understand the underlying data-generating process and to obtain good interpolations, fixed-domain asymptotics, in which the number of observations increases in a fixed region, is often more appropriate than increasing-domain asymptotics. In the fixed-domain setting, we prove that, for a general class of inhomogeneous covariance functions, with suitable choice of wavelet filters, the wavelet transform of a nonstationary process has mostly asymptotically uncorrelated components.
10aBusiness Analytics1 aChang, Xiaohui1 aStein, Michael, L. uhttps://business.oregonstate.edu/biblio/decorrelation-property-discrete-wavelet-transform-under-fixed-domain-asymptotics