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Publikācija: Continuous Wavelet Transform as a Tool for Fractal Brownian Motion Analysis and Synthesis

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Nosaukums oriģinālvalodā Continuous Wavelet Transform as a Tool for Fractal Brownian Motion Analysis and Synthesis
Pētniecības nozare 1. Dabaszinātnes
Pētniecības apakšnozare 1.1. Matemātika
Autori Andrejs Pučkovs
Andrejs Matvejevs
Atslēgas vārdi Wavelet coecients of Fractal Brownian process, wavelet coecients probability density function
Anotācija According to research results, Wavelet coecients of Fractal Brownian process upper interval bound demonstrate more stability at longest time horizons for higher H (Hurst exponent) values. In this case, Wavelet coecients form a pyramidal shape with a high centre at large scales and large time horizons. For lower H (Hurst exponent values) Wavelet coecients of Fractal Brownian process upper interval bound are quite small. Wavelet coecients form convex - concave shape with unexpressed peak in the high-scales and mid-time. Wavelet coecients for greater Hurst exponent are much divergent from average, while the fractional Brownian process with lower Hurst exponent consistently demonstrates a return to average, so the deviation from average is smaller.
Hipersaite: http://www.ut.ee/mma-amoe2013/nmd3/abstraktid09876/Matvejevs.pdf 
Atsauce Pučkovs, A., Matvejevs, A. Continuous Wavelet Transform as a Tool for Fractal Brownian Motion Analysis and Synthesis. No: 18th International Conference on Mathematical Modeling and Analysis (MMA2013): Abstracts, Igaunija, Tartu, 27.-30. maijs, 2013. Tartu: 2013, 100.-100.lpp. ISBN 9789949918058.
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