Computer Modeling of Irregularly Spaced Signals. Statistical Properties of the Wavelet Approximation Using a Compact Weight Function

Ivan L. Andronov; Violetta P. Kulynska

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arXiv · 1912.13096

Computer Modeling of Irregularly Spaced Signals. Statistical Properties of the Wavelet Approximation Using a Compact Weight Function

Ivan L. Andronov·Violetta P. Kulynska

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Abstract

The algorithm of modified wavelet analysis is discussed. It is based on the weighted least squares approximation. Contrary to the Gaussian as a weight function, we propose to use a compact weight function. The accuracy estimates using the statistically correct expressions for the least squares approximations with an additional weight function are compared with that obtained using the bootstrap method.

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Ivan L. Andronov, Violetta P. Kulynska. 2019-12-30. Computer Modeling of Irregularly Spaced Signals. Statistical Properties of the Wavelet Approximation Using a Compact Weight Function. https://arxiv.org/abs/1912.13096

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