Fractal Brownian Motion Analysis via ‘Mexican Hat’ Wavelets

Журнал научных публикаций аспирантов и докторантов 2013
Andrejs Pučkovs

In current research, Fractal Brownian motion is analyzed using Direct and Inverse Continuous Wavelet Transform, wavelet coefficients probability density function is estimated, wavelet coefficients lower and upper bounds are calculated using Mexican hat mother wavelet function. At the end estimation results are illustrated.

Keywords
Fractal Brownian motion, Direct Continuous Wavelet Transform, Inverse Continuous Wavelet Transform, probability density function, Mexican hat mother wavelet function, Hurst exponent, Normal distribution, time series.
Hyperlink
http://www.jurnal.org/articles/2013/mat5.html

Pučkovs, A. Fractal Brownian Motion Analysis via ‘Mexican Hat’ Wavelets. Журнал научных публикаций аспирантов и докторантов, 2013, No.7, pp.239-247. ISSN 1991-3087.

Publication language
English (en)