Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/62794
Authors: 
Pollock, Stephen
Cascio, Iolanda Lo
Year of Publication: 
2005
Series/Report no.: 
Working Paper, Department of Economics, Queen Mary, University of London 529
Abstract: 
The conventional dyadic multiresolution analysis constructs a succession of frequency intervals in the form of (π / 2 j, π / 2 j - 1); j = 1, 2, . . . , n of which the bandwidths are halved repeatedly in the descent from high frequencies to low frequencies. Whereas this scheme provides an excellent framework for encoding and transmitting signals with a high degree of data compression, it is less appropriate to the purposes of statistical data analysis. A non-dyadic mixed-radix wavelet analysis is described that allows the wave bands to be defined more flexibly than in the case of a conventional dyadic analysis. The wavelets that form the basis vectors for the wave bands are derived from the Fourier transforms of a variety of functions that specify the frequency responses of the filters corresponding to the sequences of wavelet coefficients.
Subjects: 
Wavelets, Non-dyadic analysis, Fourier analysis
JEL: 
C22
Document Type: 
Working Paper

Files in This Item:
File
Size
329.32 kB





Items in EconStor are protected by copyright, with all rights reserved, unless otherwise indicated.