Multiscale Trend Analysis

Fractals, 12, No. 3, 275-292 (2004) This paper introduces a multiscale analysis based on optimal piecewise linear approximations of time series. An optimality criterion is formulated and on its base a computationally effective algorithm is constructed for decomposition of a time series into a hierar...

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Hauptverfasser:	Zaliapin, I, Gabrielov, A, Keilis-Borok, V
Format:	Artikel
Sprache:	eng
Schlagworte:	Physics - Data Analysis, Statistics and Probability
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