Wavelet variance, Allan variance, and leakage
Authors:
- D.A. HoweDHD.A. Howe
- D.B. PercivalDPD.B. Percival
- 1 April 1995
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Instrumentation and Measurement
- Vol. 44 (2) , 94-97
Abstract
Wavelets have recently been a subject of great interest in geophysics, mathematics and signal processing. The discrete wavelet transform can be used to decompose a time series with respect to a set of basis functions, each one of which is associated with a particular scale. The properties of a time series at different scales can then be summarized by the wavelet variance, which decomposes the variance of a time series on a scale by scale basis. The wavelet variance corresponding to some of the...Keywords
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