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The wavelet detection of hidden periodicities in time series

โœ Scribed by Yuan Li; Zhongjie Xie

Publisher
Elsevier Science
Year
1997
Tongue
English
Weight
495 KB
Volume
35
Category
Article
ISSN
0167-7152

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โœฆ Synopsis

A wavelet method is applied to the detection of the hidden periodicities of a hidden periodic model in time series. By checking the empirical wavelet coefficients of the periodogram, which have significantly large absolute values across fine scale levels, the number of the hidden periodicities in the model is identified. Estimators of the hidden periodicities are given, and shown to be strongly consistent.

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